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 11 Aug. 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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

phonenumber  
Convert Letters to Numbers and Back as on a Telephone Keypad
Convert English letters to numbers or numbers to English letters as on a telephone keypad. When con ...
Download / Learn more Package Citations See dependency  
Rssa  
A Collection of Methods for Singular Spectrum Analysis
Methods and tools for Singular Spectrum Analysis including decomposition, forecasting and gap-filli ...
Download / Learn more Package Citations See dependency  
gprofiler2  
Interface to the 'g:Profiler' Toolset
A toolset for functional enrichment analysis and visualization, gene/protein/SNP identifier conversi ...
Download / Learn more Package Citations See dependency  
lactcurves  
Lactation Curve Parameter Estimation
AllCurves() runs multiple lactation curve models and extracts selection criteria for each model. Th ...
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  

28,313

R Packages

239,283

Dependencies

74,752

Author Associations

28,314

Publication Badges

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