Package: rWishart 0.1.2

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.

Authors:Ben Barnard [aut, cre], Dean Young [aut]

rWishart_0.1.2.tar.gz
rWishart_0.1.2.zip(r-4.5)rWishart_0.1.2.zip(r-4.4)rWishart_0.1.2.zip(r-4.3)
rWishart_0.1.2.tgz(r-4.4-any)rWishart_0.1.2.tgz(r-4.3-any)
rWishart_0.1.2.tar.gz(r-4.5-noble)rWishart_0.1.2.tar.gz(r-4.4-noble)
rWishart_0.1.2.tgz(r-4.4-emscripten)rWishart_0.1.2.tgz(r-4.3-emscripten)
rWishart.pdf |rWishart.html✨
rWishart/json (API)

Peer review:

Bug tracker:https://github.com/benbarnard/rwishart/issues

On CRAN:

10 exports 1 stars 0.83 score 4 dependencies 16 scripts 153 downloads

Last updated 5 years agofrom:2eea512683. Checks:OK: 7. Indexed: yes.

Exports:FractionalWishartNonsingularWishartPsuedoWishartrFractionalWishartrNonsingularWishartrPsuedoWishartrSingularWishartrWishartSingularWishartwishartTest

Dependencies:latticelazyevalMASSMatrix