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.


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install.packages("rWishart")

0.1.1 by ORPHANED, 7 months ago


https://rwishart.bearstatistics.com


Browse source code at https://github.com/cran/rWishart


Authors: Ben Barnard [aut, cre] , Dean Young [aut]


Documentation:   PDF Manual  


GPL-2 license


Imports Matrix, MASS, stats, lazyeval

Suggests covr, knitr, rmarkdown, testthat


See at CRAN