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]
First Published: 2018-02-26
Latest Update: 2021-10-08
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 14 Apr. 2025.
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
03/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/0104/0204/0304/0404/0504/0604/0704/0804/0904/1004/1104/12Downloads for CholWishart102030405060708090TrendBars

Today's Hot Picks in Authors and Packages

AzureKeyVault  
Key and Secret Management in 'Azure'
Manage keys, certificates, secrets, and storage accounts in Microsoft's 'Key Vault' service: ...
Download / Learn more Package Citations See dependency  
bcf  
Causal Inference using Bayesian Causal Forests
Causal inference for a binary treatment and continuous outcome using Bayesian Causal Forests. See Ha ...
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  
mlim  
Single and Multiple Imputation with Automated Machine Learning
Machine learning algorithms have been used for performing single missing data imputation and most r ...
Download / Learn more Package Citations See dependency  
networkscaleup  
Network Scale-Up Models for Aggregated Relational Data
Provides a variety of Network Scale-up Models for researchers to analyze Aggregated Relational Data, ...
Download / Learn more Package Citations See dependency  
spatstat.utils  
Utility Functions for 'spatstat'
Contains utility functions for the 'spatstat' family of packages which may also be useful for other ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

64,993

Author Associations

24,013

Publication Badges

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