Compute the error between empirical and theoretical variance of covariance matrix elements
var_sq_err(nu, p, var_ij, xbar_ij, xbar_ii, xbar_jj)
Squared difference between the empirical and theoretical IW variance of covariance matrices at element (i,j)
Inverse Wishart degrees of freedom parameter
Matrix dimension for IW distribution
Empirical between-subject variance of covariance matrices at element (i,j)
Empirical mean of covariance matrices at element (i,j)
Empirical mean of covariance matrices at the ith diagonal element
Empirical mean of covariance matrices at the jth diagonal element