InvWishart             package:MCMCpack             R Documentation

_T_h_e _I_n_v_e_r_s_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:

     Density function and random generation from the Inverse Wishart
     distribution.

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

       W: Positive definite matrix W (p x p).

       v: Degrees of freedom (scalar).

       S: Scale matrix (p x p).

_D_e_t_a_i_l_s:

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

_V_a_l_u_e:

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

_E_x_a_m_p_l_e_s:

     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))

