This correlation is constructed by transformation of the Inverse Wishart
random covariate to a correlation.
Usage
invWR1d(d, nu, omegaIsChol = FALSE)
Arguments
- d
The dimension of the correlation matrix
- nu
Degrees of freedom of the Wishart distribution
- omegaIsChol
is an indicator of if the omega matrix is in
the Cholesky decomposition. This is only used when codetype="invWishart"
Value
One correlation sample from the inverse wishart
