README.md

In SampleSizeShop/invWishartSum: An approximation to the distribution of inverse Wishart sums

The invWishartSum Package

The invWishartSum package for R (>3.0.0) implements an approximation to the distribution of a sum of inverse Wishart random matrices.

The package provides companion code for the manuscript:

Kreidler, S. M., Muller, K. E., & Glueck, D. H. An Approximation to the Distribution of the Sum of Inverse Wishart Matrices, In review.

Instructions for replicating the manuscript results

The results in the above manuscript were produced using R version 3.0.0. To reproduce the results, perform the following steps:

• Install R version 3.0.x or higher by following the instructions at http://www.r-project.org
• From the R environment, install and load the "devtools" package

> install.packages("devtools")
> library(devtools)

• Install the "invWishartSum" package directly from Github.com

> install_github(repo="invWishartSum", user="SampleSizeShop", ref="develop")

• Load the library

> library(invWishartSum)

• Run the simulation study to produce the manuscript results (takes about 1 hour to run). You may specify output directories for data files (study.data.dir) and figures (study.figures.dir). If omitted, both default to the current working directories.

> runSimulationStudy(study.data.dir="myDataDir", study.figures.dir="myFiguresDir")

SampleSizeShop/invWishartSum documentation built on Feb. 5, 2022, 5:04 a.m.