Name
wish_rnd — Wishard random draws
CALLING SEQUENCE
[w]=wish_rnd(sigma,v)
PARAMETERS
- Input
sigma = symmetric pds input matrix
v = degrees of freedom parameter
- Output
w = random wishart_n(sigma) distributed matrix
DESCRIPTION
Generates random Wishart matrix (see Gelman, Carlin, Stern, Rubin, Bayesian Data Analysis, (1995,96) pages 474, 480-481.).
EXAMPLE
x = rand(100,5,'n'); xpx = x'*x; w = zeros(5,5); for i = 1:1000; w = +wish_rnd(xpx,10); end
Example taken from wish_d().