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rWishart
View on CRAN: Click
here
Download and install rWishart package within the R console
Install from CRAN:
install.packages("rWishart")
Install from Github:
library("remotes")
install_github("cran/rWishart")
Install by package version:
library("remotes")
install_version("rWishart", "0.1.2")
Attach the package and use:
library("rWishart")
Maintained by
Ben Barnard
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-11-09
Latest Update: 2019-11-19
Description:
An expansion of R's 'stats' random wishart matrix generation. This package allows the user to generate singular, Uhlig and Harald (1994) <doi:10.1214/aos/1176325375>, and pseudo wishart, Diaz-Garcia, et al.(1997) <doi:10.1006/jmva.1997.1689>, matrices. In addition the user can generate wishart matrices with fractional degrees of freedom, Adhikari (2008) <doi:10.1061/(ASCE)0733-9399(2008)134:12(1029)>, commonly used in volatility modeling. Users can also use this package to create random covariance matrices.
How to cite:
Ben Barnard (2017). rWishart: Random Wishart Matrix Generation. R package version 0.1.2, https://cran.r-project.org/web/packages/rWishart
Other packages that cited rWishart R package
View rWishart citation profile
Other R packages that rWishart depends,
imports, suggests or enhances
Functions, R codes and Examples using
the rWishart R package
Some associated functions: FractionalWishart . NonsingularWishart . PsuedoWishart . SingularWishart . rFractionalWishart . rNonsingularWishart . rPsuedoWishart . rSingularWishart . rWishart . wishartTest .
Some associated R codes: rFractionalWishart.R . rNonsingularWishart.R . rPsuedoWishart.R . rSingularWishart.R . rWishart-package.R . rWishart.R . wishartTest.R . Full rWishart package functions and examples
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