dkmap: Mapping Matrix that maps Q_{k+1} to Q_k for a beta-Wishart...

In wishmom: Compute Moments Related to Beta-Wishart and Inverse Beta-Wishart Distributions

Mapping Matrix that maps Q_{k+1} to Q_k for a beta-Wishart Distribution, but without n on the diagonal

Description

This function computes the matrix that maps Q_{k+1} to Q_k when W \sim W_m^{\beta}(n, \Sigma).

Usage

dkmap(k, alpha = 2)

Arguments

k	The order of the mapping matrix D_k (a positive integer)
alpha	The type of beta-Wishart distribution (\alpha=2/\beta): 1/2: Quaternion Wishart 1: Complex Wishart 2: Real Wishart (default)

Value

A matrix that maps Q_{k+1} to Q_k, but without n on the diagonal.

Examples

# Example 1: Compute the mapping matrix for k = 2, real Wishart
dkmap(2)
# Example 2: Compute the mapping matrix for k = 1, complex Wishart
dkmap(1, 1)
# Example 3: Compute the mapping matrix for k = 2, quaternion Wishart
dkmap(2, 1/2)

wishmom documentation built on Sept. 11, 2024, 8:29 p.m.