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.
Code for fitting EEG data with Wishart and t-Wishart distributions
MA 554 Multivariate Statistics Analysis
Algorithms to compute the probability that a Wishart-distributed matrix lies within an interval.
Simulation of the Wishart distribution, central and non-central
Add a description, image, and links to the wishart-distributions topic page so that developers can more easily learn about it.
To associate your repository with the wishart-distributions topic, visit your repo's landing page and select "manage topics."