draw_variance_scalar {sectorgap}R Documentation

Draws a variance from an inverse Wishart distribution.

Description

Draws a variance from an inverse Wishart distribution.

Usage

draw_variance_scalar(Y, nu, s)

Arguments

Y

dependent variable

nu

degrees of freedom, nu>p-1

s

scale matrix, p x p

Details

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

Value

A named vector of drawn parameters.


[Package sectorgap version 0.1.0 Index]