simulate.sumInvWishartsScaled: simulate.sumInvWishartsScaled

Description Usage Arguments Value

View source: R/compareInverseWisharts.R

Description

Generate a sample from the distribution of the sum of quadratic forms in inverse Wishart matrices

Usage

1
2
3
## S3 method for class 'sumInvWishartsScaled'
simulate(invWishartList, scaleMatrixList,
  replicates = 1000)

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

replicates

the number of samples to generate

Value

A sample of matrices from the distribution of the sum of the specified quadratic forms


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