matrixsampling: Simulations of Matrix Variate Distributions

Provides samplers for various matrix variate distributions: Wishart, inverse-Wishart, normal, t, inverted-t, Beta type I, Beta type II, Gamma, confluent hypergeometric. Allows to simulate the noncentral Wishart distribution without the integer restriction on the degrees of freedom.

Getting started

Package details

AuthorStéphane Laurent
MaintainerStéphane Laurent <laurent_step@outlook.fr>
LicenseGPL-3
Version2.0.0
URL https://github.com/stla/matrixsampling
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("matrixsampling")

Try the matrixsampling package in your browser

Any scripts or data that you put into this service are public.

matrixsampling documentation built on Aug. 25, 2019, 1:03 a.m.