Functions for Wishart distributions, including sampling from the inverse Wishart and sampling from the Cholesky factorization of a Wishart.
-
Updated
Nov 15, 2021 - R
Functions for Wishart distributions, including sampling from the inverse Wishart and sampling from the Cholesky factorization of a Wishart.
Hand-made R Functions Mainly for Statistical Data Analysis
‘linr’ is used to fit a linear model with high efficiency. It is implemented by algorithm of three matrix decomposition methods, QR decomposition, Cholesky decomposition and the singular value decomposition (SVD).
Add a description, image, and links to the cholesky-decomposition topic page so that developers can more easily learn about it.
To associate your repository with the cholesky-decomposition topic, visit your repo's landing page and select "manage topics."