View source: R/estimate_template.utils.R
var_sq_err | R Documentation |
Compute the error between empirical and theoretical variance of covariance matrix elements
var_sq_err(nu, p, var_ij, xbar_ij, xbar_ii, xbar_jj)
nu |
Inverse Wishart degrees of freedom parameter |
p |
Matrix dimension for IW distribution |
var_ij |
Empirical between-subject variance of covariance matrices at element (i,j) |
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 |
Squared difference between the empirical and theoretical IW variance of covariance matrices at element (i,j)
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