rmatrixCHIkind2 {matrixsampling} | R Documentation |
Sampler of the matrix variate type I confluent hypergeometric kind two distribution
Description
Samples the matrix variate type I confluent hypergeometric kind two distribution.
Usage
rmatrixCHIkind2(n, nu, alpha, beta, theta = 1, p)
Arguments
n |
sample size, a positive integer |
nu |
shape parameter, a positive number; if |
alpha , beta |
shape parameters; |
theta |
scale parameter, a positive number |
p |
dimension (order of the sampled matrices), an integer greater than or equal to one |
Value
A numeric three-dimensional array; simulations are stacked along the third dimension.
References
A. K. Gupta & D. K. Nagar. Matrix Variate Distributions. Chapman & Hall/CRC, Boca Raton (2000).
Examples
nu <- 5; alpha <- 13; beta <- 4; theta <- 2; p <- 2
sims <- rmatrixCHIkind2(50000, nu, alpha, beta, theta, p)
# simulations of the trace
trsims <- apply(sims, 3, function(X) sum(diag(X)))
mean(trsims)
p * theta * nu * (nu+(p+1)/2-beta) / (alpha-nu-(p+1)/2)
[Package matrixsampling version 2.0.0 Index]