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-4.7-arm64)CholWishart_1.1.4.tar.gz(r-4.7-x86_64)CholWishart_1.1.4.tar.gz(r-4.6-arm64)CholWishart_1.1.4.tar.gz(r-4.6-x86_64)
CholWishart_1.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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

Pkgdown/docs site:https://gzt.github.io

Uses libs:
  • openblas– Optimized BLAS

On CRAN:

Conda:

openblas

5.09 score 1 stars 15 packages 55 scripts 720 downloads 10 exports 0 dependencies

Last updated from:832eddd606. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK150
linux-devel-x86_64OK123
source / vignettesOK146
linux-release-arm64OK120
linux-release-x86_64OK118
wasm-releaseOK95

Exports:dInvWishartdWishartlmvgammamvdigammamvgammarCholWishartrGenInvWishartrInvCholWishartrInvWishartrPseudoWishart

Dependencies:

Some Distributions Related to the Wishart

Geoffrey Thompson

Rendered fromwishart.Rmdusingknitr::rmarkdownon Jun 01 2026.

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