| Statistics Toolbox | |
Generate inverse Wishart random matrix
Syntax
Description
W=iwishrnd(SIGMA,df)
generates a random matrix W whose inverse has the Wishart distribution with covariance matrix inv(SIGMA) and with df degrees of freedom.
W=iwishrnd(SIGMA,df,DI)
expects DI to be the Cholesky factor of the inverse of SIGMA. If you call iwishrnd multiple times using the same value of SIGMA, it's more efficient to supply DI instead of computing it each time.
[W,DI]=iwishrnd(SIGMA,df)
returns DI so you can provide it as input in future calls to iwishrnd.
See Also
| | iqr | jbtest | |