## The function is currently defined as
function(E.T,rho)
{
N<-dim(E.T)[3]
H<-mhalf( solve(matrix(c(1,rho,rho,1),2,2)) )
EM<-NULL
for (t in 1:N){
E<-E.T[,,t]
EM<-rbind(EM,cbind(E[upper.tri(E)],t(E)[upper.tri(E)] )%*%H)
}
1/rgamma(1, (length(EM)+1)/2 , (sum(EM^2)+1)/2 )
}
Run the code above in your browser using DataLab