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, computing densities for the Wishart and inverse Wishart distributions, and computing the multivariate gamma and digamma functions.
|Author||Geoffrey Thompson [aut, cre], R Core Team [ctb]|
|Maintainer||Geoffrey Thompson <[email protected]>|
|License||GPL (>= 3)|
|Package repository||View on CRAN|
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