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CholWishart
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]
[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 09 Jun. 2026.
Previous versions and publish date:
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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
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