IW_var {templateICAr}

Compute theoretical Inverse-Wishart variance of covariance matrix elements

Description

Compute theoretical Inverse-Wishart variance of covariance matrix elements

Usage

IW_var(nu, p, xbar_ij, xbar_ii, xbar_jj)

Arguments

nu

Inverse Wishart degrees of freedom parameter

p

Matrix dimension for IW distribution

xbar_ij

Empirical mean of covariance matrices at element (i,j)

xbar_ii

Empirical mean of covariance matrices at the ith diagonal element

xbar_jj

Empirical mean of covariance matrices at the jth diagonal element

Value

Theoretical IW variance for covariance element (i,j)