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rWishart

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Software:142607
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CRANrWishartMaRDI QIDQ142607FDOQ142607

Random Wishart Matrix Generation

Ben Barnard, Dean Young

Last update: 19 November 2019

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.2


Cites work

  • On Singular Wishart and Singular Multivariate Beta Distributions
  • Wishart and Pseudo-Wishart Distributions and Some Applications to Shape Theory
  • Wishart Random Matrices in Probabilistic Structural Mechanics




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