simu_fdens

Target densities for simulation study

internal

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

simu_fdens function

<dl><dt>x</dt>
<dd>cube of dimension <code>d</code> by <code>d</code> by <code>n</code> containing the sample matrices</dd>
<dt>model</dt>
<dd>integer between 1 and 6 indicating the simulation scenario</dd>
<dt>d</dt>
<dd>dimension of the problem, an integer between 2 and 10</dd></dl>

Arguments

Target densities for simulation study — simu_fdens

<dl>

<dt>x</dt>
<dd>cube of dimension <code>d</code> by <code>d</code> by <code>n</code> containing the sample matrices</dd>


<dt>model</dt>
<dd>integer between 1 and 6 indicating the simulation scenario</dd>


<dt>d</dt>
<dd>dimension of the problem, an integer between 2 and 10</dd>

</dl>

simu_fdens: Target densities for simulation study

Description

Usage

Value

Arguments