R/rWishart-package.R

In rWishart: Random Wishart Matrix Generation

#' @title Random Wishart Matrix Generation
#'
#' @description An expansion of R's 'stats' random wishart matrix generation. 
#' This package allows the user to generate singular, Uhlig and Harald (1994) 
#' <doi:10.1214/aos/1176325375>, and pseudo wishart, Diaz-Garcia, et al.(1997) 
#' <doi:10.1006/jmva.1997.1689>, matrices. In addition the user can generate 
#' wishart matrices with fractional degrees of freedom, Adhikari (2008) 
#' <doi:10.1061/(ASCE)0733-9399(2008)134:12(1029)>, commonly used in volatility 
#' modeling. Users can also use this package to create random covariance matrices.
#' @docType package
#' @name rWishart
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