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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().

AUTHOR

Eric Dubois 2002

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