SimDesign: rinvWishart – R documentation

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rinvWishart

Generate data with the inverse Wishart distribution

Description

Function generates data in the form of symmetric matrices from the inverse Wishart distribution given a covariance matrix and degrees of freedom.

Usage

rinvWishart(n = 1, df, sigma)

Arguments

`n`	number of matrix observations to generate. By default `n = 1`, which returns a single symmetric matrix. If `n > 1` then a list of `n` symmetric matrices are returned instead
`df`	degrees of freedom
`sigma`	positive definite covariance matrix

Value

a numeric matrix with columns equal to ncol(sigma) when n = 1, or a list of n matrices with the same properties

Author(s)

Phil Chalmers rphilip.chalmers@gmail.com

References

Chalmers, R. P., & Adkins, M. C. (2020). Writing Effective and Reliable Monte Carlo Simulations with the SimDesign Package. The Quantitative Methods for Psychology, 16(4), 248-280. doi: 10.20982/tqmp.16.4.p248

Sigal, M. J., & Chalmers, R. P. (2016). Play it again: Teaching statistics with Monte Carlo simulation. Journal of Statistics Education, 24(3), 136-156. doi: 10.1080/10691898.2016.1246953

Examples

# random inverse Wishart matrix given variances [3,6], covariance 2, and df=15
sigma <- matrix(c(3,2,2,6), 2, 2)
x <- rinvWishart(sigma = sigma, df = 15)
x

# list of matrices
x <- rinvWishart(20, sigma = sigma, df = 15)
x

SimDesign

Structure for Organizing Monte Carlo Simulation Designs

v2.3

GPL (>= 2)

Authors

Phil Chalmers [aut, cre] (<https://orcid.org/0000-0001-5332-2810>), Matthew Sigal [ctb], Ogreden Oguzhan [ctb]

Initial release