Description
An expansion of R's 'stats' random wishart matrix generation. This package allows the user to generate singular, Uhlig and Harald (1994) <doi:10.1214/aos/1176325375>, and pseudo wishart, Diaz-Garcia, et al.(1997) <doi:10.1006/jmva.1997.1689>, matrices. In addition the user can generate wishart matrices with fractional degrees of freedom, Adhikari (2008) <doi:10.1061/(ASCE)0733-9399(2008)134:12(1029)>, commonly used in volatility modeling. Users can also use this package to create random covariance matrices.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
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r-devel-linux-x86_64-debian-clang
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OK
r-devel-linux-x86_64-debian-gcc
*
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r-devel-linux-x86_64-fedora-clang
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OK
r-devel-linux-x86_64-fedora-gcc
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OK
r-devel-macos-arm64
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OK
r-devel-windows-x86_64
*
NOTE
r-oldrel-macos-arm64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-macos-x86_64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-windows-x86_64
LazyData
'LazyData' is specified without a 'data' directory
OK
r-patched-linux-x86_64
*
OK
r-release-linux-x86_64
*
OK
r-release-macos-arm64
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r-release-macos-x86_64
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r-release-windows-x86_64
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Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-oldrel-macos-arm64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-macos-x86_64
LazyData
'LazyData' is specified without a 'data' directory
NOTE
r-oldrel-windows-x86_64
LazyData
'LazyData' is specified without a 'data' directory
Dependency Network
Version History
new
0.1.2
Mar 9, 2026