[R] riwish() problem

From: Ed Merkle <merkle.14_at_osu.edu>
Date: Fri 29 Apr 2005 - 02:39:26 EST

R users-

In moving from R 2.0.0 to R 2.1.0 in Windows, I have encountered a problem with the "riwish" command in the package "MCMCpack". I've searched the documentation and can't seem to figure it out. For example:

Define a matrix:
> lam <- matrix(c(.00233,-.00057,-.00057,.00190),2,2)

and then use the riwish command to generate a random inverse-Wishart variate:
> riwish(72,lam)

In version 2.1.0, the result is a matrix of very small numbers like:

               [,1] [,2]
[1,] 3.323499e-05 -3.417600e-06
[2,] -3.417600e-06 2.283511e-05

In version 2.0.0, the result is a matrix of larger numbers like:

          [,1] [,2]
[1,] 9.707082 2.228333
[2,] 2.228333 9.037631

This result is consistent across random variates, so I don't think that random variability is the culprit. I suspect that the version 2.0.0 result is correct because my larger program worked under 2.0.0 and did not work under 2.1.0. I have loaded the coda package and VR bundle in each case. I appreciate any and all help/tips.

-Ed Merkle

R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Apr 29 02:44:05 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:31:28 EST