| matr_Commutator_Mixing {MultiStatM} | R Documentation |
Mixing commutator
Description
Used for the expected value of the T-product of two Hermite polynomials with dimensions d1 and d2 respectively. With an option for sparse matrices.
Usage
matr_Commutator_Mixing(d1, d2, useSparse = FALSE)
Arguments
d1 |
dimension of the first group of vectors |
d2 |
dimension of the second group of vectors |
useSparse |
T or F. |
Value
A square matrix of dimension prod(d1)*prod(d2). If useSparse=TRUE an object of the class
"dgCMatrix" is produced.
References
Gy.Terdik, Multivariate statistical methods - going beyond the linear, Springer 2021. Formula (4.58) p. 218.
See Also
Other Matrices and commutators:
indx_Commutator_Kmn(),
indx_Commutator_Kperm(),
indx_Commutator_Mixing(),
indx_Commutator_Moment(),
indx_Elimination(),
indx_Qplication(),
indx_Symmetry(),
indx_UnivMomCum(),
matr_Commutator_Kmn(),
matr_Commutator_Kperm(),
matr_Commutator_Moment(),
matr_Elimination(),
matr_Qplication(),
matr_Symmetry()
Examples
d1 <- c(2, 3, 2)
d2<- c(3 ,2, 2)
MCM<-matr_Commutator_Mixing(d1,d2)