rWishart0,dual,dual-method {ADtools}R Documentation

Simulating from Wishart distribution using Bartlett decomposition

Description

Simulating from Wishart distribution using Bartlett decomposition

Usage

## S4 method for signature 'dual,dual'
rWishart0(v, M, method = "inv_tf")

## S4 method for signature 'ANY,dual'
rWishart0(v, M, method = "inv_tf")

## S4 method for signature 'dual,ANY'
rWishart0(v, M, method = "inv_tf")

Arguments

v

A dual number or a scalar; degrees of freedom.

M

A dual number or 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.


[Package ADtools version 0.5.5 Index]