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 12 Jun. 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

tablerDash  
'Tabler' API for 'Shiny'
'R' interface to the 'Tabler' HTML template. See more here < ...
Download / Learn more Package Citations See dependency  
piwikproR  
Access 'Piwik Pro' Website Statistics
Run Queries against the API of 'Piwik Pro' ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
bfp  
Bayesian Fractional Polynomials
Implements the Bayesian paradigm for fractional polynomial models under the assumption of normally ...
Download / Learn more Package Citations See dependency  
MEDITS  
Analysis of MEDITS-Like Survey Data
Set of functions working with survey data in the format of the MEDITS project ...
Download / Learn more Package Citations See dependency  

27,372

R Packages

233,548

Dependencies

72,820

Author Associations

27,205

Publication Badges

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