[R] How to use dwish in MCMCpack in R

[Duncan Murdoch]

On 03/09/2015 9:29 AM, Anamika Chaudhuri wrote:
> Hi All:
> 
> I am trying to use the dwish function in the MCMCpack in R
> 
> dwish(W, v, S) where
> 
> Arguments
> W-Positive definite matrix W
> v-Degrees of freedom (scalar).
> S-Inverse scale matrix
> 
> How do I determine W, the positive definite matrix. The matrix provided in
> the documentation doesnot help.

Your question doesn't make sense.  You want to compute the density of a
Wishart distribution.  That's a distribution of matrices.  So you just
put in the matrix at which you want to compute the density.

Duncan Murdoch