matrixsampling: Simulations of Matrix Variate Distributions

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

Getting started

Package details

AuthorStéphane Laurent
MaintainerStéphane Laurent <[email protected]>
Package repositoryView on CRAN
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matrixsampling documentation built on May 2, 2019, 6:04 a.m.