(Bivariate) Chi-bar-squared distribution

dchibarsq pchibarsq rchibarsq

The Chi-bar-squared Distribution

dbichibarsq pbichibarsq rbichibarsq

The Bivariate Chi-bar-squared Distribution

Special classes of cones

prod_ivols

Compute intrinsic volumes of product cone from intrinsic volumes of components

circ_ivols

The conic intrinsic volumes of (products of) circular cones

ellips_semiax

Computes the semiaxes of an ellipsoidal cone given as the linear image of the Lorentz cone

ellips_rbichibarsq

Sample from bivariate chi-bar-squared distribution of an ellipsoidal cone

weyl_matrix

Matrix representation of (products/duals of) Weyl chambers

weyl_ivols

The conic intrinsic volumes of (products/duals of) Weyl chambers

General polyhedral cones

polyh_reduce_gen polyh_reduce_ineq

Find a reduced form of a polyhedral cone

polyh_rivols_gen polyh_rivols_ineq

Sample from intrinsic volumes distribution of a polyhedral cone

polyh_rbichibarsq_gen polyh_rbichibarsq_ineq

Sample from bivariate chi-bar-squared distribution of a polyhedral cone

polyh_bayes

Bayesian posterior for samples of intrinsic volumes distribution

polyh_stan

Stan model creation for Bayesian posterior given direct samples, enforcing log-concavity

Estimating the weights of the bivariate chi-bar-squared distribution

estim_statdim_var

Estimate the statistical dimension and variance from sample data

init_ivols

Finding an initial estimate of the intrinsic volumes

loglike_ivols

Evaluate the log-likelihood of the estimated intrinsic volumes

prepare_em

Evaluate the sample data for maximum likelihood estimation

estim_em

Finding the weights of the bivariate chi-bar-squared distribution using EM algorithm

estim_jags

JAGS model creation for Bayesian posterior given samples of bivariate chi-bar-squared distribution

estim_stan

Stan model creation for Bayesian posterior given samples of bivariate chi-bar-squared distribution