[R] riwish() problem

Ed Merkle merkle.14 at osu.edu
Thu Apr 28 18:39:26 CEST 2005


R users-

In moving from R 2.0.0 to R 2.1.0 in Windows, I have encountered a problem 
with the "riwish" command in the package "MCMCpack".  I've searched the 
documentation and can't seem to figure it out.  For example:

Define a matrix:
 > lam <- matrix(c(.00233,-.00057,-.00057,.00190),2,2)

and then use the riwish command to generate a random inverse-Wishart variate:
 > riwish(72,lam)

In version 2.1.0, the result is a matrix of very small numbers like:
               [,1]          [,2]
[1,]  3.323499e-05 -3.417600e-06
[2,] -3.417600e-06  2.283511e-05

In version 2.0.0, the result is a matrix of larger numbers like:
          [,1]     [,2]
[1,] 9.707082 2.228333
[2,] 2.228333 9.037631

This result is consistent across random variates, so I don't think that 
random variability is the culprit.  I suspect that the version 2.0.0 result 
is correct because my larger program worked under 2.0.0 and did not work 
under 2.1.0.  I have loaded the coda package and VR bundle in each case.  I 
appreciate any and all help/tips.

-Ed Merkle




More information about the R-help mailing list