CRAN

matrixsampling 1.1.0

Simulations of Matrix Variate Distributions

Released Feb 21, 2018 by Stéphane Laurent

Dependencies

keep 1.0

Provides samplers for various matrix variate distributions: Wishart, inverse-Wishart, normal, t, inverted-t, Beta type I and Beta type II. Allows to simulate the noncentral Wishart distribution without the integer restriction on the degrees of freedom.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>matrixsampling</artifactId>
    <version>1.1.0-b4</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:matrixsampling')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.

• rinvwishart-examples
• rmatrixbeta-examples
• rmatrixbetaII-examples
• rmatrixit-examples
• rmatrixnormal-examples
• rmatrixt-examples
• rwishart-examples
• rwishart_chol-examples

Source

View GitHub Mirror

Release History

• 1.1.0
• 1.0.0