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Package: CholWishart
Type: Package
Title: Cholesky Decomposition of the Wishart Distribution
Version: 1.1.4
Authors@R: c(person("Geoffrey", "Thompson", ,email="gzthompson@gmail.com",
role = c("aut", "cre"), comment = c(ORCID = "0000-0003-2436-8822")),
person("R Core Team", role = "ctb"))
Description: Sampling from the Cholesky factorization of a Wishart random
variable, sampling from the inverse Wishart distribution, sampling from
the Cholesky factorization of an inverse Wishart random variable, sampling
from the pseudo Wishart distribution, sampling from the generalized
inverse Wishart distribution, computing densities for the Wishart
and inverse Wishart distributions, and computing the multivariate gamma
and digamma functions. Provides a header file so the C functions can be
called directly from other programs.
License: GPL (>=3)
Encoding: UTF-8
Language: en-us
RoxygenNote: 7.3.2
URL: https://gzt.github.io/CholWishart/
BugReports: https://github.com/gzt/CholWishart/issues
Depends: R (>= 3.6)
Suggests: testthat,
knitr,
rmarkdown,
covr
VignetteBuilder: knitr