Description
Simulations of Matrix Variate Distributions.
Description
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.
README.md
matrixsampling
Simulation of matrix variate distributions
This package allows to simulate some matrix variate distributions: the matrix normal distribution, the matrix t-distribution, the matrix inverted t-distribution, the Wishart distribution, the Beta type I distribution, the Beta type II distribution, and more. A particular feature is the possibility to simulate the noncentral Wishart distribution with any fractional number of degrees of freedom.
Install
You can install:
- the latest released version from CRAN
install.packages("matrixsampling")
- the latest development version
devtools::install_github("stla/matrixsampling")
Find a bug ? Suggestion for improvement ?
Please report at https://github.com/stla/matrixsampling/issues.