SampleSizeShop/invWishartSum: An approximation to the distribution of inverse Wishart sums
Functions to calculate an inverse central Wishart to approximate the distribution of a sum of inverse central Wishart matrices and sums of certain quadratic forms in inverse central Wishart matrices. The package includes functions to evaluate the approximation graphically, and by using the energy distance described by Szekely and Rizzo. The package includes all supporting code to produce the results of the manuscript "An Approximation to the Distribution of the Sum of Inverse Wishart Matrices" by Kreidler S.M., Muller K.E., and Glueck D.H. (currently in review)
Getting started
Browse package contents
Package details |
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| Author | Sarah M. Kreidler |
| Maintainer | Sarah M. Kreidler <sarah.kreidler@ucdenver.edu> |
| License | GPL (>= 3) |
| Version | 0.1.0 |
| URL | https://github.com/SampleSizeShop/invWishartSum |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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