approximateInverseWishart.logDeterminant: approximateInverseWishart.logDeterminant
In SampleSizeShop/invWishartSum: An approximation to the distribution of inverse Wishart sums
Description
Usage
Arguments
Value
References
See Also
View source: R/sumOfScaledInverseWisharts.R
Description
Approximate the distribution of a sum of inverse Wishart
matrices with a single inverse Wishart.The two-moment
approximation matches the expectation of the sum and the
expectation of the log determinant of the sum. The solution
to the resulting equations is obtained by numerical
optimization.
Usage
1
approximateInverseWishart.logDeterminant(invWishartList)
Arguments
invWishartList
the list of inverse Wishart
matrices in the sum
Value
the approximating inverse Wishart object
References
Based on the approach of: Granstrom, K., & Orguner, U.
(2012). On the reduction of Gaussian inverse Wishart
mixtures. In 2012 15th International Conference on
Information Fusion (FUSION) (pp. 2162-2169).
See Also
SampleSizeShop/invWishartSum documentation built on Feb. 5, 2022, 5:04 a.m.
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Description Usage Arguments Value References See Also
View source: R/sumOfScaledInverseWisharts.R
Description
Approximate the distribution of a sum of inverse Wishart matrices with a single inverse Wishart.The two-moment approximation matches the expectation of the sum and the expectation of the log determinant of the sum. The solution to the resulting equations is obtained by numerical optimization.
Usage
1 | approximateInverseWishart.logDeterminant(invWishartList)
|
Arguments
invWishartList |
the list of inverse Wishart matrices in the sum |
Value
the approximating inverse Wishart object
References
Based on the approach of: Granstrom, K., & Orguner, U. (2012). On the reduction of Gaussian inverse Wishart mixtures. In 2012 15th International Conference on Information Fusion (FUSION) (pp. 2162-2169).
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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