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

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) < https://www-2.rotman.utoronto.ca/~kan/papers/wishmom.pdf>, "On the Expectations of Equivariant Matrix-valued Functions of Wishart and Inverse Wishart Matrices".


Reference manual

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install.packages("wishmom")

1.2.0 by Raymond Kan, a month ago


Browse source code at https://github.com/cran/wishmom


Authors: Raymond Kan [aut, cre] , Preston Liang [aut]


Documentation:   PDF Manual  


MIT + file LICENSE license


Suggests knitr, rmarkdown


See at CRAN