riwish() problem

Dear Ed,

I think the discrepancy you are seeing is due to a change in 
parameterization of the inverse Wishart distribution in MCMCpack from 
MCMCpack version 0.6-1 to 0.6-2 and later. Starting in 0.6-2 we've 
parameterized the inverse Wishart in the same way as in Appendix A of 
Gelman, Carlin, Stern, and Rubin, _Bayesian Data Analyis_. In 
particular, under this parameterization if W ~ InvWIsh(nu, S) then the 
expected value of W is S * (1/(nu-p-1)) where S is a p by p matrix. 
This is in the MCMCpack documentation.

In your example below, I think that simply using the inverse of lam in 
the call to the new version of riwish() will give you the result you 
were expecting.

Hope this helps.

Best,
KQ