Cholesky Decomposition of the Wishart Distribution

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Documentation for package ‘CholWishart’ version 1.1.2

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
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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