CRAN/E | CholWishart

CholWishart

Cholesky Decomposition of the Wishart Distribution

Installation

About

Sampling from the Cholesky factorization of a Wishart random variable, sampling from the inverse Wishart distribution, sampling from the Cholesky factorization of an inverse Wishart random variable, sampling from the pseudo Wishart distribution, sampling from the generalized inverse Wishart distribution, computing densities for the Wishart and inverse Wishart distributions, and computing the multivariate gamma and digamma functions. Provides a header file so the C functions can be called directly from other programs.

github.com/gzt/CholWishart https://gzt.github.io/CholWishart/
github.com/gzt/CholWishart https://gzt.github.io/CholWishart/
Bug report File report

Key Metrics

Version 1.1.2
R ≥ 3.6
Published 2021-10-08 922 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks CholWishart results
Language en-us

Downloads

Yesterday 61
Last 7 days 170 -25%
Last 30 days 965 -8%
Last 90 days 3.227 +30%
Last 365 days 11.020 +9%

Maintainer

Maintainer

Geoffrey Thompson

gzthompson@gmail.com

Authors

Geoffrey Thompson

aut / cre

R Core Team

ctb

Material

README
NEWS
Reference manual
Package source

Vignettes

Some Distributions Related to the Wishart

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

CholWishart archive

Depends

R ≥ 3.6

Suggests

testthat
knitr
rmarkdown
covr

Reverse Imports

bgsmtr
CausalMBSTS
CovCombR
dyads
MixMatrix
singcar