Scythe-1.0.3
template<class RNGTYPE>
template<matrix_order O, matrix_style S>
Matrix<double, O, Concrete> scythe::rng< RNGTYPE >::rwish ( unsigned int  v,
const Matrix< double, O, S > &  Sigma 
) [inline]

Generate a Wishart distributed random variate Matrix.

This function returns a pseudo-random matrix-valued variate drawn from the Wishart disribution described by the scale matrix Sigma, with v degrees of freedom.

Parameters:
vThe degrees of freedom of the distribution.
SigmaThe square scale matrix of the distribution.
Exceptions:
scythe_invalid_arg(Level 1)
scythe_dimension_error(Level 1)