Cholesky Decomposition of the Wishart Distribution
Overview
Sampling from the Cholesky factorization of a Wishart random variable, sampling from the inverse Wishart distribution, sampling from the Cholesky factorization of an inverse Wishart random variable, sampling from the pseudo Wishart distribution, sampling from the generalized inverse Wishart distribution, computing densities for the Wishart and inverse Wishart distributions, and computing the multivariate gamma and digamma functions. Provides a header file so the C functions can be called directly from other programs.
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- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 9 (1 internal)includes a package overview page
- Examples that run
- 100%8 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 89%
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Dependencies
Installing CholWishart adds no packages beyond those that come with R.
Code & Tests
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.1.4Latest
- 1.1.2.12024-09-23 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.1.22021-10-08 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.1.02019-11-14 · diff ↗
- 1.0.12019-06-19 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 1.0.02019-01-26 · diff ↗
- 0.9.4
- 0.9.32018-12-09 · diff ↗
Package metadata
- First published
- 2018-02-26
- Total releases
- 10 / 8 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.6
- Download size
- 34 KB
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