unit_trace_runif_single {beyondWhittle} | R Documentation |
Obtain one uniform draw from d times d Hpd matrices with unit trace See Algorithm 2 in Mittelbach et al. (adjusted to complex case)
Description
Obtain one uniform draw from d times d Hpd matrices with unit trace See Algorithm 2 in Mittelbach et al. (adjusted to complex case)
Usage
unit_trace_runif_single(d)
[Package beyondWhittle version 1.2.1 Index]