[R] How to use dwish in MCMCpack in R
murdoch.duncan at gmail.com
Thu Sep 3 18:47:45 CEST 2015
On 03/09/2015 12:41 PM, Anamika Chaudhuri wrote:
> I put in the matrix at which I want the density as S. I was wondering
> what is W then?
You need to read the help page. The matrix at which you want the
density is W. S is a parameter of the distribution.
> On Thu, Sep 3, 2015 at 12:28 PM, Duncan Murdoch
> <murdoch.duncan at gmail.com <mailto: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
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