get_expected_Sigma_from_S: Get expected category covariance from Scatter matrix S and...

View source: R/get-info-from-NIW-belief.R

get_expected_Sigma_from_SR Documentation

Get expected category covariance from Scatter matrix S and pseudocount nu

Description

See Murphy (2012, p. 134).

Usage

get_expected_Sigma_from_S(S, nu)

get_S_from_expected_Sigma(Sigma, nu)

Arguments

S

Scatter matrix S.

nu

Strength of belief (pseudocount) about Sigma.

Sigma

expected category covariance matrix.


hlplab/MVBeliefUpdatr documentation built on March 29, 2025, 10:42 p.m.