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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.2 |
rolling linux/jammy R-4.5 | rWishart_0.1.2.tar.gz |
41.3 KiB |
0.1.2 |
rolling linux/noble R-4.5 | rWishart_0.1.2.tar.gz |
41.3 KiB |
0.1.2 |
rolling source/ R- | rWishart_0.1.2.tar.gz |
10.8 KiB |
0.1.2 |
latest linux/jammy R-4.5 | rWishart_0.1.2.tar.gz |
41.3 KiB |
0.1.2 |
latest linux/noble R-4.5 | rWishart_0.1.2.tar.gz |
41.3 KiB |
0.1.2 |
latest source/ R- | rWishart_0.1.2.tar.gz |
10.8 KiB |
0.1.2 |
2026-04-26 source/ R- | rWishart_0.1.2.tar.gz |
10.8 KiB |
0.1.2 |
2026-04-23 source/ R- | rWishart_0.1.2.tar.gz |
10.8 KiB |
0.1.2 |
2026-04-09 windows/windows R-4.5 | rWishart_0.1.2.zip |
44.2 KiB |
0.1.2 |
2025-04-20 source/ R- | rWishart_0.1.2.tar.gz |
10.8 KiB |