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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.
| Version: | 0.1.2 |
| Depends: | R (≥ 3.3) |
| Imports: | Matrix, MASS, stats, lazyeval |
| Suggests: | covr, knitr, rmarkdown, testthat |
| Published: | 2019-11-19 |
| Author: | Ben Barnard [aut, cre], Dean Young [aut] |
| Maintainer: | Ben Barnard <benbarnard87 at gmail.com> |
| License: | GPL-2 |
| URL: | https://rwishart.bearstatistics.com |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | rWishart results |
| Reference manual: | rWishart.pdf |
| Package source: | rWishart_0.1.2.tar.gz |
| Windows binaries: | r-devel: rWishart_0.1.2.zip, r-release: rWishart_0.1.2.zip, r-oldrel: rWishart_0.1.2.zip |
| macOS binaries: | r-release (arm64): rWishart_0.1.2.tgz, r-oldrel (arm64): rWishart_0.1.2.tgz, r-release (x86_64): rWishart_0.1.2.tgz, r-oldrel (x86_64): rWishart_0.1.2.tgz |
| Old sources: | rWishart archive |
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