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)0733-9399(2008)134:12(1029)), commonly used in volatility modeling. Users can also use this package to create random covariance matrices.
- Version0.1.2
- R version≥ 3.3
- LicenseGPL-2
- Needs compilation?No
- Last release11/19/2019
Documentation
Team
Ben Barnard
Dean Young
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Insights
Last 30 days
This package has been downloaded 149 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 6 times.
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 2,137 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Jul 21, 2024 with 65 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.
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Dependencies
- Imports3 packages
- Suggests4 packages