Learn R Programming

rWishart

Overview

rWishart is a wishart distribution suite. In creating other packages we found it useful to separate out our wishart generation functions and maintain them somewhere else. This package works well with slidR, EqualCov and covEst.

In developing covEst we found it useful to have it play nice with the “tidyverse.” At this point we have not thought of all the uses and combinations with these packages so if you think of something not currently implemented please file a minimal reproducible example on github.

Installation

You can install the latest development version from github with

if (packageVersion("devtools") < 1.6) {
  install.packages("devtools")
}
devtools::install_github("benbarnard/rWishart")

If you encounter a clear bug, please file a minimal reproducible example on github.

Example

This is a basic example which shows you how to solve a common problem:

library(rWishart)

rWishart(n = 1, df = 2, Sigma = diag(1, 10), covariance = TRUE)

Copy Link

Version

Install

install.packages('rWishart')

Monthly Downloads

154

Version

0.1.2

License

GPL-2

Maintainer

Ben Barnard

Last Published

November 19th, 2019

Functions in rWishart (0.1.2)

PsuedoWishart

Psuedo Wishart Helper Function
SingularWishart

Singular Wishart Helper Function
wishartTest

Test if Matrix is a Wishart Matrix
rWishart

Random Wishart Matrix Generation
rFractionalWishart

Random Fractional Wishart Matrix
rNonsingularWishart

Random Nonsingular Wishart Matrix
rPsuedoWishart

Random Psuedo Wishart Matrix
rSingularWishart

Random Singular Wishart Matrix
FractionalWishart

Fractional Wishart Helper Function
NonsingularWishart

Nonsingular Wishart Helper Function