GWnorm

Authors Jack Kuipers, Ching Wong

Last update 7 July 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.0.1, 1.0, PACKAGES.rds, 1.0.2

Description

Computes G-Wishart normalising constants through a Fourier approach. Either exact analytical results, numerical integration or Monte Carlo estimation are employed. Details at C. Wong, G. Moffa and J. Kuipers (2024), <doi:10.48550/arXiv.2404.06803>. Also includes approximations of the ratio of normalising constants, see details at C. Wong, G. Moffa and J. Kuipers (2025), <doi:10.48550/arXiv.2503.13046>.

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