qkn_coeff {wishmom} | R Documentation |
Inverse of a Coefficient Matrix \tilde{\mathcal{C}}_k
Description
This function computes the inverse of the coefficient matrix \tilde{\mathcal{C}}_k
Usage
qkn_coeff(k, alpha = 2)
Arguments
k |
The order of the |
alpha |
The type of beta-Wishart distribution (
|
Value
Inverse of a coefficient matrix \tilde{\mathcal{C}}_k
that allows us to
obtain E[p_{\lambda}(W^{-1})W^{-r}]
, where r+|\lambda|=k
and W ~ 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 \tilde{n}
.
Examples
# Example 1:
qkn_coeff(2) # For real Wishart distribution with k = 2
# Example 2:
qkn_coeff(3, 1) # For complex Wishart distribution with k = 3
# Example 3:
qkn_coeff(2, 1/2) # For quaternion Wishart distribution with k = 2
[Package wishmom version 1.1.0 Index]