Other packages > Find by keyword >

CholWishart  

Cholesky Decomposition of the Wishart Distribution
View on CRAN: Click here


Download and install CholWishart package within the R console
Install from CRAN:
install.packages("CholWishart")

Install from Github:
library("remotes")
install_github("cran/CholWishart")

Install by package version:
library("remotes")
install_version("CholWishart", "1.1.4")



Attach the package and use:
library("CholWishart")
Maintained by
Geoffrey Thompson
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-02-26
Latest Update: 2024-09-30
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.
How to cite:
Geoffrey Thompson (2018). CholWishart: Cholesky Decomposition of the Wishart Distribution. R package version 1.1.4, https://cran.r-project.org/web/packages/CholWishart. Accessed 02 Jul. 2026.
Previous versions and publish date:
0.9.0 (2018-02-26 13:52), 0.9.2 (2018-03-21 05:46), 0.9.3 (2018-12-09 00:23), 0.9.4 (2019-01-07 20:50), 1.0.0 (2019-01-26 00:10), 1.0.1 (2019-06-19 00:22), 1.1.0 (2019-11-14 07:50), 1.1.2.1 (2024-09-23 13:15), 1.1.2 (2021-10-08 10:30)
Other packages that cited CholWishart R package
View CholWishart citation profile
Other R packages that CholWishart depends, imports, suggests or enhances
Complete documentation for CholWishart
Functions, R codes and Examples using the CholWishart R package
Some associated functions: CholWishart . dWishart . lmvgamma . mvdigamma . rCholWishart . rGenInvWishart . rInvCholWishart . rInvWishart . rPseudoWishart . 
Some associated R codes: densities.R . gammas.R . wishart.R .  Full CholWishart package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

tidyft  
Fast and Memory Efficient Data Operations in Tidy Syntax
Tidy syntax for 'data.table', using modification by reference whenever possible. This toolkit is de ...
Download / Learn more Package Citations See dependency  
aods3  
Analysis of Overdispersed Data using S3 Methods
Provides functions to analyse overdispersed counts or proportions. These functions should be consi ...
Download / Learn more Package Citations See dependency  
hydrogeo  
Groundwater Data Presentation and Interpretation
Contains one function for drawing Piper diagrams (also called Piper-Hill diagrams) of water analyse ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
NetExplorer  
Network Explorer
Social network analysis has become an essential tool in the study of complex systems. 'NetExplorer' ...
Download / Learn more Package Citations See dependency  
IntLIM  
Integration of Omics Data Using Linear Modeling
This workflow takes analyte levels from two different types of analytes (e.g. gene expression and me ...
Download / Learn more Package Citations See dependency  

27,653

R Packages

236,180

Dependencies

73,487

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA