| Name : R-rWishart
| |
| Version : 0.1.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 2.44
| Date : 2024-08-05 21:49:59
|
| Group : Development/Libraries/Other
| Source RPM : R-rWishart-0.1.2-2.44.src.rpm
|
| Size : 0.04 MB
| |
| Packager : (none)
| |
| Summary : Random Wishart Matrix Generation
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
