Cholesky Decomposition of the Wishart Distribution


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Documentation for package ‘CholWishart’ version 1.1.0

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CholWishart-package Cholesky Factor of a Wishart or Inverse Wishart
CholWishart Cholesky Factor of a Wishart or Inverse Wishart
dInvWishart Density for Random Wishart Distributed Matrices
dWishart Density for Random Wishart Distributed Matrices
lmvgamma Multivariate Gamma Function
mvdigamma Multivariate Digamma Function
mvgamma Multivariate Gamma Function
rCholWishart Cholesky Factor of Random Wishart Distributed Matrices
rGenInvWishart Random Generalized Inverse Wishart Distributed Matrices
rInvCholWishart Cholesky Factor of Random Inverse Wishart Distributed Matrices
rInvWishart Random Inverse Wishart Distributed Matrices
rPseudoWishart Random Pseudo Wishart Distributed Matrices