rwish

sbgcop: Semiparametric Bayesian Gaussian copula estimation This package estimates parameters of a G

rwish                 package:sbgcop                 R Documentation

_S_a_m_p_l_e _f_r_o_m _t_h_e _W_i_s_h_a_r_t _D_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Generate a random sample from the Wishart distribution.

_U_s_a_g_e:

     rwish(S0, nu)

_A_r_g_u_m_e_n_t_s:

      S0: a positive definite matrix  

      nu: a positive integer 

_D_e_t_a_i_l_s:

     Return the sum of nu  i.i.d.  rank-one matrices  generated as
     'z%*%t(z)', where 'z' is a sample  from a multivariate normal
     distribution with covariance  'S0'. The resulting random variable
     has mean  'nu*S0'.

_V_a_l_u_e:

     a positive definite matrix.

_A_u_t_h_o_r(_s):

     Peter Hoff