IW_var: Compute theoretical Inverse-Wishart variance of covariance...
In templateICAr: Estimate Brain Networks and Connectivity with ICA and Empirical Priors
View source: R/estimate_template.utils.R
IW_var R Documentation
Compute theoretical Inverse-Wishart variance of covariance matrix elements
Description
Compute theoretical Inverse-Wishart variance of covariance matrix elements
Usage
IW_var(nu, p, xbar_ij, xbar_ii, xbar_jj)
Arguments
nu
Inverse Wishart degrees of freedom parameter
p
Matrix dimension for IW distribution
xbar_ij
Empirical mean of covariance matrices at element (i,j)
xbar_ii
Empirical mean of covariance matrices at the ith diagonal element
xbar_jj
Empirical mean of covariance matrices at the jth diagonal element
Value
Theoretical IW variance for covariance element (i,j)
templateICAr documentation built on Feb. 16, 2023, 8:14 p.m.
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View source: R/estimate_template.utils.R
| IW_var | R Documentation |
Compute theoretical Inverse-Wishart variance of covariance matrix elements
Description
Compute theoretical Inverse-Wishart variance of covariance matrix elements
Usage
IW_var(nu, p, xbar_ij, xbar_ii, xbar_jj)
Arguments
nu |
Inverse Wishart degrees of freedom parameter |
p |
Matrix dimension for IW distribution |
xbar_ij |
Empirical mean of covariance matrices at element (i,j) |
xbar_ii |
Empirical mean of covariance matrices at the ith diagonal element |
xbar_jj |
Empirical mean of covariance matrices at the jth diagonal element |
Value
Theoretical IW variance for covariance element (i,j)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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