matrixsampling

Simulation of matrix variate distributions

This package allows to simulate some matrix variate distributions: the matrix normal distribution, the matrix t-distribution, the matrix inverted t-distribution, the Wishart distribution, the Beta type I distribution, the Beta type II distribution, and more. A particular feature is the possibility to simulate the noncentral Wishart distribution with any fractional number of degrees of freedom.

Install

You can install:

• the latest released version from CRAN

install.packages("matrixsampling")

• the latest development version

# devtools::install_github("stla/matrixsampling")
install.packages("matrixsampling", repos = c('https://stla.r-universe.dev', 'https://cloud.r-project.org'))

Find a bug ? Suggestion for improvement ?

Please report at https://github.com/stla/matrixsampling/issues.