Simulation of matrix variate distributions

This package allows to simulate some matrix variate distributions: the matrix normal distribution, the matrix t-distribution, the matrix inverted t-distribution, the Wishart distribution, the Beta type I distribution and the Beta type II distribution. A particular feature is the possibility to simulate the noncentral Wishart distribution with any fractional number of degrees of freedom.


You can install:


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stla/matrixsampling documentation built on Feb. 23, 2018, 8:36 p.m.