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 \tilde{\mathcal{H}}_k matrix (a positive integer)

alpha

The type of Wishart distribution (\alpha = 2/\beta):

  • 1/2: Quaternion Wishart

  • 1: Complex Wishart

  • 2: Real Wishart (default)

Value

A list with two elements:

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]