Grocer Function

NAME

wish_rnd - Wishard random draws

CALLING SEQUENCE

[w]=wish_rnd(sigma,v)

PARAMETERS

Input

Output

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