| rWishart0 {ADtools} | R Documentation |
Simulate Wishart random variates
rWishart0(v, M, method = "inv_tf")
v |
A scalar; degrees of freedom. |
M |
A matrix; the matrix parameter of the Wishart distribution. |
method |
base or inv_tf; base refers to the function in the 'stats' package while inv_tf refers to inverse transform. |
d <- 4
rWishart0(3, crossprod(randn(d, d)))