Return a random Cholesky factor of the inverse covariance matrix of the specified dimensionality drawn from the Wishart distribution with the specified degrees of freedom using the specified random number generator.
- Template Parameters
-
| RNG | random number generator type |
- Parameters
-
| [in] | nu | scalar degrees of freedom |
| [in] | L_S | lower Cholesky factor of the scale matrix |
| [in,out] | rng | random-number generator |
- Returns
- random lower Cholesky factor drawn from the given inverse Wishart distribution
- Exceptions
-
| std::domain_error | if the scale matrix is not a Cholesky factor |
| std::domain_error | if the degrees of freedom is greater than k - 1 where k is the dimension of L_S |
Definition at line 31 of file wishart_cholesky_rng.hpp.
