R: The Wishart Distribution

Wishart {MCMCpack} | R Documentation

## The Wishart Distribution

### Description

Density function and random generation from the Wishart distribution.

### Usage

    rwish(v, S)

    dwish(W, v, S)

### Arguments

`v` | Degrees of freedom (scalar).
`S` | Inverse scale matrix (p \times p).
`W` | Positive definite matrix W (p \times p).

### Details

The mean of a Wishart random variable with `v` degrees of freedom and inverse scale matrix `S` is vS.

### Value

`dwish` evaluates the density at positive definite matrix W. `rwish` generates one random draw from the distribution.

### Examples

    density <- dwish(matrix(c(2,-.3,-.3,4),2,2), 3, matrix(c(1,.3,.3,1),2,2))
    draw <- rwish(3, matrix(c(1,.3,.3,1),2,2))

[Package MCMCpack version 1.5-0 Index]