operand.trace: operand.trace

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

Description

Equation used for optimization when matching the expectation and variance of the trace to approximate the distribution of a sum of inverse Wishart matrices. Optimization occurs across the degrees of freedom, N.

Usage

operand.trace(N, dim, g1, g2, g3, g4)

Arguments

N	the current degrees of freedom
dim	the dimension of the inverse Wishart matrices in the sum
weightedPrecisionSum	weighted sum of precision matrices
expectationSum	sum of the expected values of each inverse Wishart

Value

will return 0 or near 0 at optimal value of N

Note

THIS FUNCTION IS OBSOLETE SINCE THIS APPROACH HAS A CLOSED-FORM SOLUTION

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