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 <>
Package repositoryView on CRAN
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matrixsampling documentation built on Aug. 25, 2019, 1:03 a.m.