unit_trace_runif_single {beyondWhittle}R Documentation

Obtain one uniform draw from d times d Hpd matrices with unit trace See Algorithm 2 in Mittelbach et al. (adjusted to complex case)

Description

Obtain one uniform draw from d times d Hpd matrices with unit trace See Algorithm 2 in Mittelbach et al. (adjusted to complex case)

Usage

unit_trace_runif_single(d)

[Package beyondWhittle version 1.3.0 Index]