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.
| Version: | 0.9.4 |
| Depends: | R (≥ 3.3.0) |
| Suggests: | testthat, knitr, rmarkdown, covr |
| Published: | 2019-01-07 |
| Author: | Geoffrey Thompson [aut, cre],
R Core Team [ctb] CholWishart author details |
| Maintainer: | Geoffrey Thompson <gzthompson at gmail.com> |
| BugReports: | https://github.com/gzt/CholWishart/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/gzt/CholWishart |
| NeedsCompilation: | yes |
| Language: | en-us |
| Materials: | README NEWS |
| CRAN checks: | CholWishart results |
| Reference manual: | CholWishart.pdf |
| Vignettes: |
Some Distributions Related to the Wishart |
| Package source: | CholWishart_0.9.4.tar.gz |
| Windows binaries: | r-devel: CholWishart_0.9.4.zip, r-release: CholWishart_0.9.4.zip, r-oldrel: CholWishart_0.9.4.zip |
| OS X binaries: | r-release: CholWishart_0.9.4.tgz, r-oldrel: CholWishart_0.9.3.tgz |
| Old sources: | CholWishart archive |
| Reverse imports: | bgsmtr |
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