CholWishart: Cholesky Decomposition of the Wishart Distribution

Sampling from the Cholesky factorization of a Wishart random variable, sampling from the inverse Wishart distribution, sampling from the Cholesky factorization of an inverse Wishart random variable, computing densities for the Wishart and inverse Wishart distributions, and computing the multivariate gamma and digamma functions.

Version: 0.9.2
Depends: R (≥ 3.3.0)
Suggests: testthat, knitr, rmarkdown, covr
Published: 2018-03-21
Author: Geoffrey Thompson [aut, cre], R Core Team [ctb]
CholWishart author details
Maintainer: Geoffrey Thompson <gzthompson at>
License: GPL (≥ 3)
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: CholWishart results


Reference manual: CholWishart.pdf
Vignettes: Some Distributions Related to the Wishart
Package source: CholWishart_0.9.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: CholWishart_0.9.2.tgz
OS X Mavericks binaries: r-oldrel: not available
Old sources: CholWishart archive


Please use the canonical form to link to this page.