rWishart (0.1.2)

0 users

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) , and pseudo wishart, Diaz-Garcia, et al.(1997) , matrices. In addition the user can generate wishart matrices with fractional degrees of freedom, Adhikari (2008) , commonly used in volatility modeling. Users can also use this package to create random covariance matrices.

Maintainer: Ben Barnard
Author(s): Ben Barnard [aut, cre], Dean Young [aut]

License: GPL-2

Uses: lazyeval, MASS, Matrix, testthat, knitr, rmarkdown, covr

Released 2 months ago.

2 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of rWishart yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for rWishart on google, google scholar, r-help, r-devel.

Visit rWishart on R Graphical Manual.