CholWishart

Cholesky Decomposition of the Wishart Distribution

v1.1.4 · Sep 30, 2024 · GPL (>= 3)

Description

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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14 OK

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	32.3s
r-devel-linux-x86_64-debian-gcc	OK	25.4s
r-devel-linux-x86_64-fedora-clang	OK	48.8s
r-devel-linux-x86_64-fedora-gcc	OK	59.3s
r-devel-macos-arm64	OK	17s
r-devel-windows-x86_64	OK	60s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	81s
r-oldrel-windows-x86_64	OK	70s
r-patched-linux-x86_64	OK	30.2s
r-release-linux-x86_64	OK	28.2s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	41s
r-release-windows-x86_64	OK	61s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (11)

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Version History

new 1.1.4 Mar 10, 2026

updated 1.1.4 ← 1.1.2.1 diff Sep 30, 2024

updated 1.1.2.1 ← 1.1.2 diff Sep 22, 2024

updated 1.1.2 ← 1.1.0 diff Oct 7, 2021

updated 1.1.0 ← 1.0.1 diff Nov 13, 2019

updated 1.0.1 ← 1.0.0 diff Jun 18, 2019

updated 1.0.0 ← 0.9.4 diff Jan 25, 2019

updated 0.9.4 ← 0.9.3 diff Jan 6, 2019

updated 0.9.3 ← 0.9.2 diff Dec 8, 2018

updated 0.9.2 ← 0.9.0 diff Mar 20, 2018

new 0.9.0 Feb 25, 2018