Density and random generation for the wishart distribution
Usage
dwishart(x, nu, Sigma, log = FALSE)
rwishart(n, nu, Sigma)
Arguments
- x
positive definite p x p matrix of evaluation points
- nu
degrees of freedom, needs to be greater than p - 1
- Sigma
scale matrix, needs to be positive definite and match the dimension of x.
- log
logical; if TRUE, densities \(p\) are returned as \(\log(p)\).
- n
number of random deviates to return
Value
dwishart gives the density,
rwishart generates random deviates (matrix for n = 1, array for n > 1)
Examples
x <- rwishart(1, nu = 5, Sigma = diag(3))
d <- dwishart(x, nu = 5, Sigma = diag(3))