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.
| Version: | 1.1.2 |
| Depends: | R (≥ 3.6) |
| Suggests: | testthat, knitr, rmarkdown, covr |
| Published: | 2021-10-08 |
| 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 https://gzt.github.io/CholWishart/ |
| NeedsCompilation: | yes |
| Language: | en-us |
| Materials: | README NEWS |
| CRAN checks: | CholWishart results |
Documentation:
| Reference manual: | CholWishart.pdf |
| Vignettes: |
Some Distributions Related to the Wishart |
Downloads:
| Package source: | CholWishart_1.1.2.tar.gz |
| Windows binaries: | r-devel: CholWishart_1.1.2.zip, r-release: CholWishart_1.1.2.zip, r-oldrel: CholWishart_1.1.2.zip |
| macOS binaries: | r-release (arm64): CholWishart_1.1.2.tgz, r-oldrel (arm64): CholWishart_1.1.2.tgz, r-release (x86_64): CholWishart_1.1.2.tgz, r-oldrel (x86_64): CholWishart_1.1.2.tgz |
| Old sources: | CholWishart archive |
Reverse dependencies:
| Reverse imports: | bgsmtr, CausalMBSTS, CovCombR, dyads, MixMatrix, singcar |
Linking:
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