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rWishart

Random Wishart Matrix Generation

v0.1.2 · Nov 19, 2019 · GPL-2

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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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)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK 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

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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

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK 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

Dependencies Reverse dependencies Matrix MASS lazyeval rWishart

Version History

new 0.1.2 Mar 9, 2026