Simulations of Matrix Variate Distributions

Provides samplers for various matrix variate distributions: Wishart, inverse-Wishart, normal, t, inverted-t, Beta type I, Beta type II, Gamma, confluent hypergeometric. Allows to simulate the noncentral Wishart distribution without the integer restriction on the degrees of freedom.

Simulation of matrix variate distributions

This package allows to simulate some matrix variate distributions: the matrix normal distribution, the matrix t-distribution, the matrix inverted t-distribution, the Wishart distribution, the Beta type I distribution and the Beta type II distribution. A particular feature is the possibility to simulate the noncentral Wishart distribution with any fractional number of degrees of freedom.


You can install:

  • the latest released version from CRAN
  • the latest development version

Find a bug ? Suggestion for improvement ?

Please report at


matrixsampling 1.0.0 (2017-12-10)

First release.

matrixsampling (2018-02-21)

Improvement of the noncentral Wishart sampler for non-integer degrees of freedom.

Reference manual

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2.0.0 by St├ęphane Laurent, 2 years ago

Report a bug at

Browse source code at

Authors: St├ęphane Laurent

Documentation:   PDF Manual  

Task views: Probability Distributions

GPL-3 license

Imports stats, keep

Imported by brokenstick.

Suggested by matrixNormal.

See at CRAN