sample_covariance_matrix {oeli} | R Documentation |
Sample covariance matrix
Description
This function samples a covariance matrix from an inverse Wishart distribution.
Usage
sample_covariance_matrix(dim, df = dim, scale = diag(dim), diag = FALSE)
Arguments
dim |
[ |
df |
[ |
scale |
[ |
diag |
[ |
Value
A covariance matrix
.
See Also
Other matrix helpers:
check_correlation_matrix()
,
check_covariance_matrix()
,
check_transition_probability_matrix()
,
cov_to_chol()
,
diff_cov()
,
insert_matrix_column()
,
matrix_diagonal_indices()
,
matrix_indices()
,
sample_correlation_matrix()
,
sample_transition_probability_matrix()
,
stationary_distribution()
Examples
sample_covariance_matrix(dim = 3)
[Package oeli version 0.7.4 Index]