generateApproximationData: generateApproximationData

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

Description

Generate .Rdata files containing an empirical sample of a single inverse Wishart used to approximate the distribution of a sum of inverse Wisharts or quadratic forms in inverse Wisharts. The approximating Wishart is calculating from the input list of inverse Wishart matrices.

Usage

generateApproximationData(invWishartList, scaleMatrixList, dfScaleList,
  replicates = 1000, outputDir = ".", filenamePrefix = "approxReplicates")

Arguments

invWishartList	list of inverse Wisharts
scaleMatrixList	list of matrices to pre- and post-multiply onto the corresponding inverse Wishart to build a quadratic form
dfScaleList	list of scale factors for the degrees of freedom for each inverse Wishart in the sum
replicates	the number of samples to generate
outputDir	the output directory for the .Rdata files
filenamePrefix

Details

Filenanes for the .Rdata files are automatically generated and will have the form:
<outputDir>/<filenamePrefix>_dfScale<dfScale-value>.Rdata

Value

Produces one Rdata file for each df scale factor

See Also

approximateInverseWishart

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