rWishart: Random Wishart Matrix Generation

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
DOI: 10.32614/CRAN.package.rWishart
Author: Ben Barnard [aut, cre], Dean Young [aut]
Maintainer: Ben Barnard <benbarnard87 at>
License: GPL-2
NeedsCompilation: no
Materials: README
CRAN checks: rWishart results


Reference manual: rWishart.pdf


Package source: rWishart_0.1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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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