wishmom R package [Documentation]

denpoly

Coefficients of the Denominator Polynomial for $\tilde{H}_k$ and $\til...

dkmap

Mapping Matrix that maps $Q_{k+1}$ to $Q_k$ for a beta-Wishart Distrib...

ip_desc

Generate Integer Partitions in Reverse Lexicographical Order

iwish_ps

Inverse of a Coefficient Matrix $\tilde{\mathcal{H}}_k$

iwish_psr

Coefficient Matrix $\tilde{\mathcal{H}}_k$

iwishmom_sym

Symbolic Expectation of a Matrix-valued Function of an Inverse beta-Wi...

iwishmom

Expectation of a Matrix-valued Function of an Inverse beta-Wishart Dis...

qk_coeff

Coefficient Matrix $\mathcal{C}_k$

qkn_coeff

Inverse of a Coefficient Matrix $\tilde{\mathcal{C}}_k$

qkn_coeffr

Coefficient Matrix $\tilde{C}_k$

wish_ps

Coefficient Matrix $\mathcal{H}_k$

wishmom_sym

Symbolic Expectation of a Matrix-valued Function of a beta-Wishart Dis...

wishmom

Expectation of a Matrix-valued Function of a beta-Wishart Distribution

Download source package Read PDF manual

Provides functions for computing moments and coefficients related to the Beta-Wishart and Inverse Beta-Wishart distributions. It includes functions for calculating the expectation of matrix-valued functions of the Beta-Wishart distribution, coefficient matrices C_k and H_k, expectation of matrix-valued functions of the inverse Beta-Wishart distribution, and coefficient matrices \tilde{C}_k and \tilde{H}_k. For more details, refer Hillier and Kan (2024) <https://www-2.rotman.utoronto.ca/~kan/papers/wishmom.pdf>, "On the Expectations of Equivariant Matrix-valued Functions of Wishart and Inverse Wishart Matrices".

Maintainer: Raymond Kan
License: MIT + file LICENSE
Last published: 2024-08-27

wishmom1.1.0 package

Functions

Imports

Versions