CholWishart

Cholesky Decomposition of the Wishart Distribution

CRAN Package

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. Provides a header file so the C functions can be called directly from other programs.

  • Version1.1.4
  • R versionunknown
  • LicenseGPL (≥ 3)
  • Needs compilation?Yes
  • Languageen-us
  • Last release09/30/2024

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Insights

Last 30 days

This package has been downloaded 761 times in the last 30 days. More downloads than an obscure whitepaper, but not enough to bring down any servers. A solid effort! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 17 times.

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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 12,513 times in the last 365 days. The academic equivalent of having a dedicated subreddit. There are fans, and maybe even a few trolls! The day with the most downloads was Sep 11, 2024 with 127 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


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Dependencies

  • Suggests4 packages
  • Reverse Imports10 packages