stat.Wishart: Obtain the mean and variance of a Wishart distribution

In johnnyzhz/wishartprior: Wishart and invserse Wishart Priors for Covariance Matrix

Description

#'This function calculates the mean and variance of a Wishart distribution based on the input of a scale matrix and the degrees of freedom.

Usage

stat.Wishart(sigma, m)

Arguments

sigma	The scale matrix.
m	Degrees of freedom.

Value

The mean and variance.

Examples

sigma <- array(c(2,0.5,0.5,1), dim=c(2,2))
stat.Wishart(sigma, 10)

johnnyzhz/wishartprior documentation built on Jan. 9, 2021, 12:37 a.m.