Skip to content

CholWishart 0.9.4

Compare
Choose a tag to compare
@gzt gzt released this 07 Jan 21:04
· 110 commits to master since this release
  • Add new functions to the vignette
  • Add generalized inverse Wishart (pseudo inverse of the pseudo Wishart)
  • Add pseudo-Wishart (Wishart distribution based on fewer observations than the
    dimension of the covariance matrix).
  • Add contributor guidelines and code of conduct.