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.

Version: 1.0.1
Depends: R (≥ 3.3.0)
Suggests: testthat, knitr, rmarkdown, covr
Published: 2019-06-18
Author: Geoffrey Thompson ORCID iD [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://gzt.github.io/CholWishart
NeedsCompilation: yes
Language: en-us
Materials: README NEWS
CRAN checks: CholWishart results

Downloads:

Reference manual: CholWishart.pdf
Vignettes: Some Distributions Related to the Wishart
Package source: CholWishart_1.0.1.tar.gz
Windows binaries: r-devel: CholWishart_1.0.1.zip, r-release: CholWishart_1.0.1.zip, r-oldrel: CholWishart_1.0.1.zip
OS X binaries: r-release: CholWishart_1.0.1.tgz, r-oldrel: CholWishart_1.0.1.tgz
Old sources: CholWishart archive

Reverse dependencies:

Reverse imports: bgsmtr, MixMatrix

Linking:

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