wishmom:Compute Moments Related to Beta-Wishart and Inverse Beta-Wishart
Distributions
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".