rWishart v0.1.1
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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)
<doi:10.1214/aos/1176325375>, and pseudo wishart, Diaz-Garcia, et al.(1997)
<doi:10.1006/jmva.1997.1689>, matrices. In addition the user can generate
wishart matrices with fractional degrees of freedom, Adhikari (2008)
<doi:10.1061/(ASCE)0733-9399(2008)134:12(1029)>, commonly used in volatility
modeling. Users can also use this package to create random covariance matrices.
Functions in rWishart
| Name | Description | |
| rFractionalWishart | Random Fractional Wishart Matrix | |
| FractionalWishart | Fractional Wishart Helper Function | |
| PsuedoWishart | Psuedo Wishart Helper Function | |
| rPsuedoWishart | Random Psuedo Wishart Matrix | |
| SingularWishart | Singular Wishart Helper Function | |
| NonsingularWishart | Nonsingular Wishart Helper Function | |
| rWishart | Random Wishart Matrix Generation | |
| rSingularWishart | Random Singular Wishart Matrix | |
| wishartTest | Test if Matrix is a Wishart Matrix | |
| rNonsingularWishart | Random Nonsingular Wishart Matrix | |
| No Results! | ||
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Details
| License | GPL-2 |
| Encoding | UTF-8 |
| LazyData | true |
| RoxygenNote | 6.0.1 |
| URL | https://rwishart.bearstatistics.com |
| NeedsCompilation | no |
| Packaged | 2018-09-09 08:52:59 UTC; ripley |
| Repository | CRAN |
| Date/Publication | 2018-09-09 08:57:13 UTC |
| X-CRAN-Original-Maintainer | Ben Barnard |
| X-CRAN-Comment | Orphaed on 2018-09-09 as there was no response to requests to repair an intermittent test error. |
| suggests | covr , knitr , rmarkdown , testthat |
| imports | lazyeval , MASS , Matrix , stats |
| depends | R (>= 3.3) |
| Contributors | Dean Young |
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