dfWishart | R Documentation |
This uses simulations to match the rse
dfWishart(omega, n, rse, upper, totN = 1000, diag = TRUE, seed = 1234)
omega |
represents the matrix for simulation |
n |
This represents the number of subjects/samples this comes from (used to calculate rse). When present it assumes the rse= sqrt(2)/sqrt(n) |
rse |
This is the rse that we try to match, if not specified,
it is derived from |
upper |
The upper boundary for root finding in terms of degrees of freedom. If not specified, it is n*200 |
totN |
This represents the total number of simulated inverse wishart deviates |
diag |
When |
seed |
to make the simulation reproducible, this represents the seed that is used for simulating the inverse Wishart distribution |
output from uniroot()
to find the right estimate
Matthew L. Fidler
dfWishart(lotri::lotri(a+b~c(1, 0.5, 1)), 100)
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