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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.

Versions across snapshots

VersionRepositoryFileSize
2.0.0 2026-04-09 windows/windows R-4.5 matrixsampling_2.0.0.zip 815.7 KiB

Dependencies (latest)

Imports