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. Thanks Anamika [[alternative HTML version deleted]]
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
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 > >[[alternative HTML version deleted]]