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-4.7)rWishart_0.1.2.zip(r-4.6)rWishart_0.1.2.zip(r-4.5)
rWishart_0.1.2.tgz(r-4.6-any)rWishart_0.1.2.tgz(r-4.5-any)
rWishart_0.1.2.tar.gz(r-4.7-any)rWishart_0.1.2.tar.gz(r-4.6-any)
rWishart_0.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:2eea512683. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 134 | ||
| source / vignettes | OK | 172 | ||
| linux-release-x86_64 | OK | 127 | ||
| macos-release-arm64 | OK | 81 | ||
| macos-oldrel-arm64 | OK | 76 | ||
| windows-devel | OK | 83 | ||
| windows-release | OK | 80 | ||
| windows-oldrel | OK | 79 | ||
| wasm-release | OK | 101 |
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 |
