rWishart: Random Wishart Matrix Generation
Version 0.1.1

An expansion of R's 'stats' random wishart matrix generation. This package allows the user to generate singular, Uhlig and Harald (1994) , and pseudo wishart, Diaz-Garcia, et al.(1997) , matrices. In addition the user can generate wishart matrices with fractional degrees of freedom, Adhikari (2008) , commonly used in volatility modeling. Users can also use this package to create random covariance matrices.

Getting started

Package details

AuthorBen Barnard [aut, cre], Dean Young [aut]
Date of publication2018-09-09 08:57:13 UTC
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the rWishart package in your browser

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

rWishart documentation built on Sept. 9, 2018, 9:03 a.m.