Splus has many useful random number generators, and rcwish is written to mimic these for use with the Wishart distribution. The motivation for writing rcwish was actually to generate Constrained Wishart matrices (and hence the "c" in rcwish). These are Wishart matrices with constraints on the eigenvalues. This function can also generate ordinary (unconstrained) Wisharts, as well as their 1-dimensional analog, 2-parameter Chi-square random variables.

There are three files corresponding to rcwish. The first is the README file, which contains documentation and examples. The second, rcwish.f, containes Fortran source code called by SPlus. This file should be saved as rcwish.f, and compiled to create a Fortran object file, rcwish.o. Finally, rcwish.txt contains the source code for the SPlus user interface.