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wishmom: Compute Moments Related to Beta-Wishart and Inverse Beta-Wishart Distributions
Provides functions for computing moments and coefficients related to the Beta-Wishart and Inverse Beta-Wishart distributions. It includes functions for calculating the expectation of matrix-valued functions of the Beta-Wishart distribution, coefficient matrices C_k and H_k, expectation of matrix-valued functions of the inverse Beta-Wishart distribution, and coefficient matrices \tilde{C}_k and \tilde{H}_k. For more details, refer Hillier and Kan (2024) <https://www-2.rotman.utoronto.ca/~kan/papers/wishmom.pdf>, "On the Expectations of Equivariant Matrix-valued Functions of Wishart and Inverse Wishart Matrices".
Getting started
Browse package contents
Package details |
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| Author | Raymond Kan [aut, cre], Preston Liang [aut] |
| Maintainer | Raymond Kan <raymond.kan@rotman.utoronto.ca> |
| License | MIT + file LICENSE |
| Version | 1.1.0 |
| Package repository | View on CRAN |
| Installation |
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