Compute the overall error between empirical and theoretical variance of CORRELATION matrix elements
var_sq_err_constrained(nu, p, var, xbar, M = 10000)
Sum of squared difference between the empirical and theoretical IW variance of CORRELATION matrix, but with constraint that theoretical variances must not be smaller than empirical variances
Inverse Wishart degrees of freedom parameter
Matrix dimension for IW distribution
Empirical between-subject variances of CORRELATION matrix (upper triangle)
Empirical mean of CORRELATION matrix (upper triangle)
Penalty to assign if theoretical variance is smaller than empirical variance