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wishmom (version 1.1.0)

Compute Moments Related to Beta-Wishart and Inverse Beta-Wishart Distributions

Description

Provides functions for computing moments and coefficients related to the Beta-Wishart and Inverse Beta-Wishart distributions. It includes functions for calculating the expectation of matrix-valued functions of the Beta-Wishart distribution, coefficient matrices C_k and H_k, expectation of matrix-valued functions of the inverse Beta-Wishart distribution, and coefficient matrices \tilde{C}_k and \tilde{H}_k. For more details, refer Hillier and Kan (2024) , "On the Expectations of Equivariant Matrix-valued Functions of Wishart and Inverse Wishart Matrices".

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Version

Install

install.packages('wishmom')

Monthly Downloads

157

Version

1.1.0

License

MIT + file LICENSE

Maintainer

Raymond Kan

Last Published

August 27th, 2024

Functions in wishmom (1.1.0)

iwishmom_sym

Symbolic Expectation of a Matrix-valued Function of an Inverse beta-Wishart Distribution
qk_coeff

Coefficient Matrix \(\mathcal{C}_k\)
iwish_psr

Coefficient Matrix \(\tilde{\mathcal{H}}_k\)
qkn_coeffr

Coefficient Matrix \(\tilde{C}_k\)
qkn_coeff

Inverse of a Coefficient Matrix \(\tilde{\mathcal{C}}_k\)
ip_desc

Generate Integer Partitions in Reverse Lexicographical Order
dkmap

Mapping Matrix that maps \(Q_{k+1}\) to \(Q_k\) for a beta-Wishart Distribution, but without \(n\) on the diagonal
denpoly

Coefficients of the Denominator Polynomial for \(\tilde{H}_k\) and \(\tilde{C}_k\)
iwish_ps

Inverse of a Coefficient Matrix \(\tilde{\mathcal{H}}_k\)
iwishmom

Expectation of a Matrix-valued Function of an Inverse beta-Wishart Distribution
wishmom

Expectation of a Matrix-valued Function of a beta-Wishart Distribution
wishmom_sym

Symbolic Expectation of a Matrix-valued Function of a beta-Wishart Distribution
wish_ps

Coefficient Matrix \(\mathcal{H}_k\)