draw_variance_multi {sectorgap}R Documentation

Draws a variance from an inverse Wishart distribution. .

Description

Draws a variance from an inverse Wishart distribution. .

Usage

draw_variance_multi(Y, nu, Phi)

Arguments

Y

dependent variable

nu

degrees of freedom, nu>p-1

Phi

scale matrix, p x p

Details

The mean is given by Phi / (nu+p-1) for nu>p+1.

Value

A named vector of drawn parameters.


[Package sectorgap version 0.1.0 Index]