approximateInverseWishartScaled.trace: approximateInverseWishartScaled.trace
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 quadratic forms in
inverse Wishart matrices with a single inverse Wishart. The
two-moment approximation matches the expectation of the sum
and the variance of the trace of the sum.
Usage
1
approximateInverseWishartScaled.trace(invWishartList, scaleMatrixList)
Arguments
invWishartList
the list of inverse Wishart
matrices in the sum
scaleMatrixList
the list of matrices which will be
pre- and post-multiplied onto each corresponding inverse
Wishart to build the quadratic forms
Value
the approximating inverse Wishart object
References
Kreidler, S. M., Muller, K. E., & Glueck, D. H. An
Approximation to the Distribution of the Sum of Inverse
Wishart Matrices, In review.
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 quadratic forms in inverse Wishart matrices with a single inverse Wishart. The two-moment approximation matches the expectation of the sum and the variance of the trace of the sum.
Usage
1 | approximateInverseWishartScaled.trace(invWishartList, scaleMatrixList)
|
Arguments
invWishartList |
the list of inverse Wishart matrices in the sum |
scaleMatrixList |
the list of matrices which will be pre- and post-multiplied onto each corresponding inverse Wishart to build the quadratic forms |
Value
the approximating inverse Wishart object
References
Kreidler, S. M., Muller, K. E., & Glueck, D. H. An Approximation to the Distribution of the Sum of Inverse Wishart Matrices, In review.
See Also
R Package Documentation
Browse R Packages
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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