[R] How to use dwish in MCMCpack in R
Anamika Chaudhuri
canamika at gmail.com
Thu Sep 3 18:41:34 CEST 2015
I put in the matrix at which I want the density as S. I was wondering what
is W then?
Thanks
Anamika
On Thu, Sep 3, 2015 at 12:28 PM, Duncan Murdoch <murdoch.duncan at gmail.com>
wrote:
> 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
>
>
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