wishart.rd

来自「使用R语言的马尔科夫链蒙特卡洛模拟（MCMC）源代码程序。」· RD 代码 · 共 40 行

\name{Wishart}
\alias{dwish}
\alias{rwish}
\alias{Wishart}
\title{The Wishart Distribution}
\description{
  Density function and random generation from the Wishart distribution.
}
  
\usage{
   dwish(W, v, S)
   rwish(v, S)
}

\arguments{
    \item{W}{Positive definite matrix W \eqn{(p \times p)}{(p x p)}.}
    \item{v}{Degrees of freedom (scalar).}
    \item{S}{Inverse scale matrix \eqn{(p \times p)}{(p x p)}.}
}

\value{
  \code{dwish} evaluates the density at positive definite matrix W.
  \code{rwish} generates one random draw from the distribution.
}

\details{
The mean of a Wishart random variable with \code{v} degrees of freedom
and inverse scale matrix \code{S} is \eqn{vS}{vS}.
}

\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))
}

\keyword{distribution}