invWR1d function

One correlation sample from the Inverse Wishart distribution

This correlation is constructed by transformation of the Inverse Wishart random covariate to a correlation.

invWR1d(d, nu, omegaIsChol = FALSE)

Arguments

• d: The dimension of the correlation matrix
• nu: Degrees of freedom of the Wishart distribution
• omegaIsChol: is an indicator of if the omega matrix is in the Cholesky decomposition. This is only used when type="invWishart"

Returns

One correlation sample from the inverse wishart

Author(s)

Matthew Fidler