The Inverse Wishart Distribution

Description

Density function and random generation from the Inverse Wishart distribution.

Usage

   diwish(W, v, S)
   riwish(v, S)

Arguments

Details

The mean of an inverse Wishart random variable with v degrees of freedom and scale matrix S is 1/(v-p-1) S.

Value

diwish evaluates the density at positive definite matrix W. riwish generates one random draw from the distribution.

Examples

density <- diwish(matrix(c(2,-.3,-.3,4),2,2), 3, matrix(c(1,.3,.3,1),2,2))
draw <- riwish(3, matrix(c(1,.3,.3,1),2,2))

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(MCMCpack)
Loading required package: coda
Loading required package: MASS
##
## Markov Chain Monte Carlo Package (MCMCpack)
## Copyright (C) 2003-2016 Andrew D. Martin, Kevin M. Quinn, and Jong Hee Park
##
## Support provided by the U.S. National Science Foundation
## (Grants SES-0350646 and SES-0350613)
##
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/MCMCpack/iwishart.Rd_%03d_medium.png", width=480, height=480)
> ### Name: InvWishart
> ### Title: The Inverse Wishart Distribution
> ### Aliases: diwish riwish InvWishart
> ### Keywords: distribution
> 
> ### ** Examples
> 
> density <- diwish(matrix(c(2,-.3,-.3,4),2,2), 3, matrix(c(1,.3,.3,1),2,2))
> draw <- riwish(3, matrix(c(1,.3,.3,1),2,2))
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>