## Getting a sense of the Wishart distribution
Sigma <- matrix(.25, 3, 3) + .75*diag(3)
rWishart(3, 2, Sigma/2)       ## Doesn't work, df too small
rWishart(3, 3, Sigma/3)     ## Large 'variance' among draws
rWishart(3, 25, Sigma/25)   ## Less variance
rWishart(3, 1000, Sigma/1000) ## All very close to Sigma