Package: CholWishart 1.1.4

Geoffrey Thompson

CholWishart: Cholesky Decomposition of the Wishart Distribution

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.

Authors:Geoffrey Thompson [aut, cre], R Core Team [ctb]

CholWishart_1.1.4.tar.gz
CholWishart_1.1.4.tar.gz(r-4.5-noble)CholWishart_1.1.4.tar.gz(r-4.4-noble)
CholWishart_1.1.4.tgz(r-4.4-emscripten)CholWishart_1.1.4.tgz(r-4.3-emscripten)
CholWishart.pdf |CholWishart.html
CholWishart/json (API)
NEWS

# Install 'CholWishart' in R:
install.packages('CholWishart', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/gzt/cholwishart/issues

Pkgdown:https://gzt.github.io

Uses libs:
  • openblas– Optimized BLAS

5.01 score 1 stars 11 packages 31 scripts 959 downloads 10 exports 0 dependencies

Last updated 2 months agofrom:832eddd606. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 18 2024
R-4.5-linux-x86_64OKNov 18 2024

Exports:dInvWishartdWishartlmvgammamvdigammamvgammarCholWishartrGenInvWishartrInvCholWishartrInvWishartrPseudoWishart

Dependencies:

Some Distributions Related to the Wishart

Rendered fromwishart.Rmdusingknitr::rmarkdownon Nov 18 2024.

Last update: 2019-01-07
Started: 2018-02-26