rWishart

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)0733-9399(2008)134:12(1029)), commonly used in volatility modeling. Users can also use this package to create random covariance matrices.

Last 30 days

Last 365 days

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