wishmom

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

CRAN Package

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".


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