get_minimum_nw_IW: Get minimum degrees of freedom for Inverted Wishart

In lgaborini/bayessource: Bayesian approach to evaluate whether two datasets come from the same population

Description

Returns minimum value for degrees of freedom such that the Inverted Wishart has a well-defined expected value.

Usage

get_minimum_nw_IW(p)

Arguments

p	number of variables

Details

Uses \insertCitePress2012Appliedbayessource parametrization.

X ~ IW(n_w, S)

with S = pxp matrix, ν_w > 2p (the degrees of freedom).

Then:

E[X] = S / (n_w - 2(p + 1))

Finally, the minimum dof n_w are: n_w = 2*(p + 1) + 1.

Value

minimum dof n_w

References

\insertAllCited

See Also

Other core functions: bayessource-package, make_priors_and_init(), marginalLikelihood_internal(), marginalLikelihood(), mcmc_postproc(), samesource_C(), two.level.multivariate.calculate.UC()

Other Wishart functions: diwishart_inverse_R(), diwishart_inverse(), diwishart(), dwishart(), riwish_Press(), rwish()

lgaborini/bayessource documentation built on Nov. 9, 2021, 2:10 p.m.