iwish_psr {wishmom} | R Documentation |
Coefficient Matrix \tilde{\mathcal{H}}_k
Description
This function computes the coefficient matrix \tilde{\mathcal{H}}_k
for W \sim W_m^{\beta}(n, \Sigma)
.
Usage
iwish_psr(k, alpha = 2)
Arguments
k |
The order of the |
alpha |
The type of Wishart distribution (
|
Value
A list with two elements:
-
c
: A 3-dimensional array containing the coefficient matrices of the numerator of\tilde{\mathcal{H}}_k
in descending powers ofn1
, wheren1 = n - m + 1 - \alpha
-
den
: A vector containing the coefficients of the denominator of\tilde{\mathcal{H}}_k
, in descending powers ofn1
Examples
# Example 1:
iwish_psr(2) # For real Wishart distribution with k = 2
# Example 2:
iwish_psr(4, 1) # For complex Wishart distribution with k = 4
# Example 3:
iwish_psr(2, 1/2) # For quaterion Wishart distribution with k = 2
[Package wishmom version 1.1.0 Index]