rmbeta2

This function only supports the case of diagonal matrices

Kernel smoothing for Wishart random matrices described in Daayeb, Khardani and Ouimet (2025) <doi:10.48550/arXiv.2506.08816>, Gaussian and log-Gaussian models using least square or likelihood cross validation criteria for optimal bandwidth selection.

Leo Belzile

Kernel Density Estimation for Random Symmetric Positive Definite
Matrices

Frederic Ouimet

rmbeta2 function

<dl><dt>n</dt>
<dd>sample size</dd>
<dt>d</dt>
<dd>dimension of the matrix</dd>
<dt>shape1</dt>
<dd>positive shape parameter, strictly larger than \((d-1)/2\).</dd>
<dt>shape2</dt>
<dd>positive shape parameter, strictly larger than \((d-1)/2\).</dd></dl>

Arguments

Random matrix generation from matrix beta type II distribution — rmbeta2

<dl>

<dt>n</dt>
<dd>sample size</dd>


<dt>d</dt>
<dd>dimension of the matrix</dd>


<dt>shape1</dt>
<dd>positive shape parameter, strictly larger than \((d-1)/2\).</dd>


<dt>shape2</dt>
<dd>positive shape parameter, strictly larger than \((d-1)/2\).</dd>

</dl>

rmbeta2: Random matrix generation from matrix beta type II distribution

Description

Usage

Value

Arguments