stla/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
Browse package contents
Package details |
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| Author | Stéphane Laurent |
| Maintainer | Stéphane Laurent <laurent_step@outlook.fr> |
| License | GPL-3 |
| Version | 2.0.0.90000 |
| URL | https://github.com/stla/matrixsampling |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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