Generate Random Inverse Wishart Distribution

Creates a random inverse wishart distribution when given degrees of freedom and a sigma matrix.

Usage

riwishart(df, S)

Arguments

df

An int that represents the degrees of freedom. (> 0)

S

A matrix with dimensions m x m that provides Sigma, the covariance matrix.

Value

A matrix that is an inverse wishart distribution.

See also

rwishart

Author

James J Balamuta

Examples

#Call with the following data:
riwishart(3, diag(2))
#>            [,1]      [,2]
#> [1,]  0.5116623 -0.409062
#> [2,] -0.4090620  1.042018