CRAN/E | rWishart

rWishart

Random Wishart Matrix Generation

Installation

About

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.

rwishart.bearstatistics.com

Key Metrics

Version 0.1.2
R ≥ 3.3
Published 2019-11-19 1782 days ago
Needs compilation? no
License GPL-2
CRAN checks rWishart results

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Maintainer

Maintainer

Ben Barnard

Authors

Ben Barnard

aut / cre

Dean Young

aut

Material

README
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

rWishart archive

Depends

R ≥ 3.3

Imports

Matrix
MASS
stats
lazyeval

Suggests

covr
knitr
rmarkdown
testthat