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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 Nov. 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), (2026-07-09 08:00)
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
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