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

Approximate the distribution of a sum of inverse Wishart matrices with a single inverse Wishart.

1	approximateInverseWishart.cell(invWishartList, row = 1, column = 1)

`invWishartList`	the list of inverse Wishart matrices in the sum
`row`	the row of the cell used in the variance match
`column`	the column of the cell used in the variance match

The two-moment approximation matches the expectation of the sum and the variance of the specified cell of the sum.

the approximating inverse Wishart object

This approach has lower accuracy that the approximateInverseWishart.trace function and is not recommended.

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

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