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:
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')) |
Bug tracker:https://github.com/gzt/cholwishart/issues
Last updated 25 days agofrom:832eddd606. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 01 2024 |
| R-4.5-linux-x86_64 | OK | Oct 01 2024 |
Exports:dInvWishartdWishartlmvgammamvdigammamvgammarCholWishartrGenInvWishartrInvCholWishartrInvWishartrPseudoWishart
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Density for Random Wishart Distributed Matrices | dInvWishart dWishart |
| Multivariate Gamma Function | lmvgamma mvgamma |
| Multivariate Digamma Function | mvdigamma |
| Cholesky Factor of Random Wishart Distributed Matrices | rCholWishart |
| Random Generalized Inverse Wishart Distributed Matrices | rGenInvWishart |
| Cholesky Factor of Random Inverse Wishart Distributed Matrices | rInvCholWishart |
| Random Inverse Wishart Distributed Matrices | rInvWishart |
| Random Pseudo Wishart Distributed Matrices | rPseudoWishart |
