var_sq_err {templateICAr}

Compute the error between empirical and theoretical variance of covariance matrix elements

Description

Compute the error between empirical and theoretical variance of covariance matrix elements

Usage

var_sq_err(nu, p, var_ij, xbar_ij, xbar_ii, xbar_jj)

Arguments

nu

Inverse Wishart degrees of freedom parameter

p

Matrix dimension for IW distribution

var_ij

Empirical between-subject variance of covariance matrices at element (i,j)

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

Squared difference between the empirical and theoretical IW variance of covariance matrices at element (i,j)