Grocer Function
NAME
wish_rnd - Wishard random draws
CALLING SEQUENCE
[w]=wish_rnd(sigma,v)
PARAMETERS
Input
-
sigma = symmetric pds input matrix
-
v = degrees of freedom parameter
Output
-
w = random wishart_n(sigma) distributed matrix
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