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:
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)
| # Install 'rWishart' in R: |
| install.packages('rWishart', repos = c('https://benbarnard.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/benbarnard/rwishart/issues
Last updated 5 years agofrom:2eea512683. Checks:7 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 03 2025 |
| R-4.5-win | OK | Jan 03 2025 |
| R-4.5-linux | OK | Jan 03 2025 |
| R-4.4-win | OK | Jan 03 2025 |
| R-4.4-mac | OK | Jan 03 2025 |
| R-4.3-win | OK | Jan 03 2025 |
| R-4.3-mac | OK | Jan 03 2025 |
Exports:FractionalWishartNonsingularWishartPsuedoWishartrFractionalWishartrNonsingularWishartrPsuedoWishartrSingularWishartrWishartSingularWishartwishartTest
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Random Fractional Wishart Matrix | rFractionalWishart |
| Random Nonsingular Wishart Matrix | rNonsingularWishart |
| Random Psuedo Wishart Matrix | rPsuedoWishart |
| Random Singular Wishart Matrix | rSingularWishart |
| Random Wishart Matrix Generation | rWishart-package rWishart |
| Test if Matrix is a Wishart Matrix | wishartTest |
