I would like to sample from a multivariate normal and inverse-wishart distribution. I know R has mvrnorm (MASS) and riwish (MCMCpack). Is it possible through RInside to use those functions?
1 Answer
Yes, it is. You can always post on rcpp-devel for more help --- the list archives show how to access different R functions from C++ via Rcpp, and RInside lets you have this from C++.