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wishartinference  

Bayesian Inference for the Wishart Distribution Parameters
View on CRAN: Click here


Download and install wishartinference package within the R console
Install from CRAN:
install.packages("wishartinference")

Install from Github:
library("remotes")
install_github("cran/wishartinference")

Install by package version:
library("remotes")
install_version("wishartinference", "0.1.0")



Attach the package and use:
library("wishartinference")
Maintained by
Hanqi Shi
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-09-03
Latest Update: 2026-09-03
Description:
Posterior inference for the shape parameter alpha and mean matrix mu in the model X_i ~ Wishart_p(2*alpha, Sigma), under both an improper prior and a proper Gamma/inverse-Wishart prior. The posterior mode is found via a Newton-within-EM algorithm and joint samples are drawn via rejection sampling.
How to cite:
Hanqi Shi (2026). wishartinference: Bayesian Inference for the Wishart Distribution Parameters. R package version 0.1.0, https://cran.r-project.org/web/packages/wishartinference. Accessed 27 Oct. 2026.
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