wish_ps {wishmom} | R Documentation |
Coefficient Matrix \mathcal{H}_k
Description
This function computes the coefficient matrix \mathcal{H}_k
that allows us to compute
the expected value of a power-sum symmetric function of W
, where
W \sim W_m^{\beta}(n,\Sigma)
.
Usage
wish_ps(k, alpha = 2)
Arguments
k |
The order of the |
alpha |
The type of Wishart distribution (
|
Value
A coefficient matrix \mathcal{H}_k
that allows us to compute
the expected value of a power-sum symmetric function of W
,
where W \sim W_m^{\beta}(n,\Sigma)
. The matrix is represented as a
3-dimensional array where each slice along the third dimension represents
a coefficient matrix of the polynomial in descending powers of n
.
Examples
# Example 1:
wish_ps(3) # For real Wishart distribution with k = 3
# Example 2:
wish_ps(4, 1) # For complex Wishart distribution with k = 4
# Example 3:
wish_ps(2, 1/2) # For quaternion Wishart distribution with k = 2
[Package wishmom version 1.1.0 Index]