rWishart: Random Wishart Matrix Generation

An expansion of R's 'stats' random wishart matrix generation. This package allows the user to generate singular, Uhlig and Harald (1994) <doi:10.1214/aos/1176325375>, and pseudo wishart, Diaz-Garcia, et al.(1997) <doi:10.1006/jmva.1997.1689>, matrices. In addition the user can generate wishart matrices with fractional degrees of freedom, Adhikari (2008) <doi:10.1061/(ASCE)0733-9399(2008)134:12(1029)>, commonly used in volatility modeling. Users can also use this package to create random covariance matrices.

Version:	0.1.2
Depends:	R (≥ 3.3)
Imports:	Matrix, MASS, stats, lazyeval
Suggests:	covr, knitr, rmarkdown, testthat
Published:	2019-11-19
Author:	Ben Barnard [aut, cre], Dean Young [aut]
Maintainer:	Ben Barnard <benbarnard87 at gmail.com>
License:	GPL-2
URL:	https://rwishart.bearstatistics.com
NeedsCompilation:	no
Materials:	README
CRAN checks:	rWishart results

Documentation:

Reference manual:

rWishart.pdf

Downloads:

Package source:	rWishart_0.1.2.tar.gz
Windows binaries:	r-devel: rWishart_0.1.2.zip, r-release: rWishart_0.1.2.zip, r-oldrel: rWishart_0.1.2.zip
macOS binaries:	r-release (arm64): rWishart_0.1.2.tgz, r-oldrel (arm64): rWishart_0.1.2.tgz, r-release (x86_64): rWishart_0.1.2.tgz, r-oldrel (x86_64): rWishart_0.1.2.tgz
Old sources:	rWishart archive

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