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 site:https://gzt.github.io

Uses libs:
  • openblas– Optimized BLAS

openblas

5.20 score 1 stars 13 packages 41 scripts 777 downloads 10 exports 0 dependencies

Last updated 4 months agofrom:832eddd606. Checks:2 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKJan 17 2025
R-4.5-linux-x86_64OKJan 17 2025

Exports:dInvWishartdWishartlmvgammamvdigammamvgammarCholWishartrGenInvWishartrInvCholWishartrInvWishartrPseudoWishart

Dependencies:

Some Distributions Related to the Wishart

Rendered fromwishart.Rmdusingknitr::rmarkdownon Jan 17 2025.

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