stla/matrixsampling: Simulations of Matrix Variate Distributions
Version 1.0.0.9000

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]>
LicenseGPL-3
Version1.0.0.9000
URL https://github.com/stla/matrixsampling
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("stla/matrixsampling")
stla/matrixsampling documentation built on Dec. 23, 2017, 8:29 p.m.