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Description

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.

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.

Metadata

Version

2.0.0

License

Unknown

Platforms (75)

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    FreeBSD
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