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Sampling from Wishart distributions with scalar degrees of freedom $(\upsilon>p-1)$

Let $\upsilon$ be the degrees of freedom of a Wishart distribution and $p$ the dimensions of its scale matrix. If the degrees of freedom is a scalar, then its range is: $$ \upsilon > p−1 $$ and ...
2
votes
0answers
182 views

rWishart: should be $dof>p-1$ or $dof \ge p$?

The degrees of freedom $n$ of a Wishart distribution parametrized like in wikipedia (and like most people do) are restricted to: $$ n>p-1 $$ where $p$ are the dimensions of the data, to ensure ...
6
votes
1answer
4k views

How to specify the Wishart distribution scale matrix

I'm running the below Bayesian mixing model in R using the rjags package, but I am having difficultly in specifying the scale matrix for the Wishart distribution. Essentially, I want Sigma.inv to be a ...