[R] How to use dwish in MCMCpack in R

[Duncan Murdoch]

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.

Duncan Murdoch

> 
> Thanks
> Anamika
> 
> 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
> 
>