rWishart: Random Wishart Matrix Generation

An expansion of R's 'stats' random wishart matrix generation. This package allows the user to generate singular, Uhlig and Harald (1994) <doi:10.1214/aos/1176325375>, and pseudo wishart, Diaz-Garcia, et al.(1997) <doi:10.1006/jmva.1997.1689>, matrices. In addition the user can generate wishart matrices with fractional degrees of freedom, Adhikari (2008) <doi:10.1061/(ASCE)0733-9399(2008)134:12(1029)>, commonly used in volatility modeling. Users can also use this package to create random covariance matrices.

Version: 0.1.0
Depends: R (≥ 3.3)
Imports: Matrix, MASS, stats, lazyeval
Suggests: covr, knitr, rmarkdown, testthat
Published: 2017-11-09
Author: Ben Barnard [aut, cre], Dean Young [aut]
Maintainer: Ben Barnard <ben_barnard at>
License: GPL-2
NeedsCompilation: no
CRAN checks: rWishart results


Reference manual: rWishart.pdf
Package source: rWishart_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: rWishart_0.1.0.tgz
OS X Mavericks binaries: r-oldrel: rWishart_0.1.0.tgz


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