trueMeans
1-by-20 vector of means.
33 54 25 15 78 24 78 52 27 46 59 28 18 48 25 31 78 31 76 38
trueSigmaA
20-by-20 matrix.
Columns 1 through 11
6.6546 -0.6790 -0.1543 0.3694 0.7278 -1.0029 0.3053 0.0981 0.0552 0.2704 0.3922
-0.6790 7.8462 -0.7276 -2.6240 -1.3394 -0.3702 0.6566 -0.0950 0.1546 1.0066 -0.1801
-0.1543 -0.7276 1.0118 0.0187 0.0602 -0.2871 -0.0833 -0.2078 0.0660 -0.0050 -0.4830
0.3694 -2.6240 0.0187 15.6205 0.6736 -0.9910 -2.2389 -2.1110 -0.1521 -1.5175 0.4253
0.7278 -1.3394 0.0602 0.6736 7.7667 -0.0273 -0.0846 -0.2977 0.1063 0.8197 -1.7882
-1.0029 -0.3702 -0.2871 -0.9910 -0.0273 7.3304 0.1877 1.4158 -0.0532 -0.0264 -2.3177
0.3053 0.6566 -0.0833 -2.2389 -0.0846 0.1877 5.3379 0.4621 -0.0945 -0.5697 0.8902
0.0981 -0.0950 -0.2078 -2.1110 -0.2977 1.4158 0.4621 13.5295 -0.1726 0.1449 1.1223
0.0552 0.1546 0.0660 -0.1521 0.1063 -0.0532 -0.0945 -0.1726 0.2266 0.2258 -0.5470
0.2704 1.0066 -0.0050 -1.5175 0.8197 -0.0264 -0.5697 0.1449 0.2258 8.4232 1.4069
0.3922 -0.1801 -0.4830 0.4253 -1.7882 -2.3177 0.8902 1.1223 -0.5470 1.4069 21.8608
0.2300 0.0795 0.1296 -0.3991 -0.6029 -1.3664 1.0277 -0.6739 0.1921 0.7540 0.8857
-0.2419 0.8355 -0.6588 -1.8879 -1.1433 0.8185 -0.0605 0.3885 -0.3784 0.9755 0.3530
-0.0212 -0.5603 -0.0105 0.0593 0.1838 -0.1805 -0.2700 0.3674 -0.0460 0.1415 0.0332
0.8178 0.3904 0.2221 0.5878 0.1830 -0.5516 0.4263 -0.8671 -0.0199 -0.4869 0.2161
-0.7008 -0.3299 0.0255 0.7679 -0.2603 -0.3033 0.7704 -0.0119 -0.0509 -0.2817 -0.1735
0.4996 -0.8334 0.2652 0.7058 -0.4619 1.0075 -1.7269 0.2597 -0.3498 2.0305 1.9344
-0.1294 0.4745 0.3899 1.5279 0.2731 0.2871 -1.1531 -0.1612 0.0932 0.1348 -3.5136
-1.1232 1.2749 -0.3304 0.2182 1.5634 0.9412 -0.7253 0.2165 0.2040 -1.0728 -3.2285
0.5721 -0.4313 0.1136 0.8081 -0.3567 0.2198 -0.5105 0.4321 0.1033 -1.0791 -0.6382
Columns 12 through 20
0.2300 -0.2419 -0.0212 0.8178 -0.7008 0.4996 -0.1294 -1.1232 0.5721
0.0795 0.8355 -0.5603 0.3904 -0.3299 -0.8334 0.4745 1.2749 -0.4313
0.1296 -0.6588 -0.0105 0.2221 0.0255 0.2652 0.3899 -0.3304 0.1136
-0.3991 -1.8879 0.0593 0.5878 0.7679 0.7058 1.5279 0.2182 0.8081
-0.6029 -1.1433 0.1838 0.1830 -0.2603 -0.4619 0.2731 1.5634 -0.3567
-1.3664 0.8185 -0.1805 -0.5516 -0.3033 1.0075 0.2871 0.9412 0.2198
1.0277 -0.0605 -0.2700 0.4263 0.7704 -1.7269 -1.1531 -0.7253 -0.5105
-0.6739 0.3885 0.3674 -0.8671 -0.0119 0.2597 -0.1612 0.2165 0.4321
0.1921 -0.3784 -0.0460 -0.0199 -0.0509 -0.3498 0.0932 0.2040 0.1033
0.7540 0.9755 0.1415 -0.4869 -0.2817 2.0305 0.1348 -1.0728 -1.0791
0.8857 0.3530 0.0332 0.2161 -0.1735 1.9344 -3.5136 -3.2285 -0.6382
5.8625 -0.9663 0.1830 0.6537 0.6706 0.7661 -1.4360 0.4588 -1.2822
-0.9663 13.6227 0.9855 0.0879 -0.4422 1.4375 -0.7979 -3.4358 -0.2108
0.1830 0.9855 1.8543 0.0703 0.0516 -1.2763 0.2384 0.0483 -0.4282
0.6537 0.0879 0.0703 6.2931 -0.0755 -0.5518 -0.2934 -0.4402 -0.2483
0.6706 -0.4422 0.0516 -0.0755 2.2592 -0.4726 -0.7031 1.0585 -0.4718
0.7661 1.4375 -1.2763 -0.5518 -0.4726 15.8795 -0.8563 -0.2253 1.1295
-1.4360 -0.7979 0.2384 -0.2934 -0.7031 -0.8563 12.9558 0.9925 1.4399
0.4588 -3.4358 0.0483 -0.4402 1.0585 -0.2253 0.9925 19.6910 0.9079
-1.2822 -0.2108 -0.4282 -0.2483 -0.4718 1.1295 1.4399 0.9079 4.0740
trueSigmaD
20-by-20 diagonal matrix.
Columns 1 through 11
30.8185 0 0 0 0 0 0 0 0 0 0
0 50.3927 0 0 0 0 0 0 0 0 0
0 0 11.0034 0 0 0 0 0 0 0 0
0 0 0 24.0376 0 0 0 0 0 0 0
0 0 0 0 1.4407 0 0 0 0 0 0
0 0 0 0 0 6.4824 0 0 0 0 0
0 0 0 0 0 0 42.2385 0 0 0 0
0 0 0 0 0 0 0 9.2193 0 0 0
0 0 0 0 0 0 0 0 1.9608 0 0
0 0 0 0 0 0 0 0 0 34.7193 0
0 0 0 0 0 0 0 0 0 0 29.9027
0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0 0 0
Columns 12 through 20
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
30.6248 0 0 0 0 0 0 0 0
0 51.5269 0 0 0 0 0 0 0
0 0 4.6160 0 0 0 0 0 0
0 0 0 32.1113 0 0 0 0 0
0 0 0 0 13.5601 0 0 0 0
0 0 0 0 0 34.2529 0 0 0
0 0 0 0 0 0 9.7920 0 0
0 0 0 0 0 0 0 30.7739 0
0 0 0 0 0 0 0 0 12.3675
trueMeans2
1-by-20 vector of means.
120 141 130 189 151 158 138 181 127 177 149 184 156 180 144 148 161 183 129 122
trueSigmaA2
20-by-20 matrix.
48 -4 4 -1 1 1 -1 3 -7 3 1 -6 0 6 5 13 -13 -15 -4 -2
-4 36 -12 -13 -20 8 -12 10 15 5 -9 -2 0 1 -15 4 -10 -12 -3 -2
4 -12 50 6 15 -8 2 -20 10 15 -6 -2 -11 3 -11 -15 16 1 0 5
-1 -13 6 30 11 -7 1 -7 -2 -11 5 6 -6 2 8 -12 4 0 2 -3
1 -20 15 11 36 -8 -16 -4 -4 -6 1 3 5 -5 6 -3 11 10 13 -2
1 8 -8 -7 -8 40 -2 15 4 4 2 -7 9 -2 6 22 -10 -10 -6 -3
-1 -12 2 1 -16 -2 43 2 -7 0 6 -15 -14 11 3 -5 -8 7 1 11
3 10 -20 -7 -4 15 2 53 -9 -6 4 -4 2 10 9 28 -15 -9 8 0
-7 15 10 -2 -4 4 -7 -9 52 13 -11 -3 -6 -2 -6 6 -10 0 10 -17
3 5 15 -11 -6 4 0 -6 13 40 -5 -4 -3 6 3 9 -3 -20 -16 -11
1 -9 -6 5 1 2 6 4 -11 -5 44 -12 13 -13 17 -16 -1 -8 5 4
-6 -2 -2 6 3 -7 -15 -4 -3 -4 -12 36 4 -6 0 12 10 10 -2 -4
0 0 -11 -6 5 9 -14 2 -6 -3 13 4 33 -25 7 6 -12 2 -3 2
6 1 3 2 -5 -2 11 10 -2 6 -13 -6 -25 28 -1 7 4 -5 0 -2
5 -15 -11 8 6 6 3 9 -6 3 17 0 7 -1 41 11 -16 -9 2 -5
13 4 -15 -12 -3 22 -5 28 6 9 -16 12 6 7 11 58 -20 -4 -2 -5
-13 -10 16 4 11 -10 -8 -15 -10 -3 -1 10 -12 4 -16 -20 49 15 3 2
-15 -12 1 0 10 -10 7 -9 0 -20 -8 10 2 -5 -9 -4 15 46 24 11
-4 -3 0 2 13 -6 1 8 10 -16 5 -2 -3 0 2 -2 3 24 43 10
-2 -2 5 -3 -2 -3 11 0 -17 -11 4 -4 2 -2 -5 -5 2 11 10 31