All functions

CholWishart

Cholesky Factor of a Wishart or Inverse Wishart

dWishart() dInvWishart()

Density for Random Wishart Distributed Matrices

lmvgamma() mvgamma()

Multivariate Gamma Function

mvdigamma()

Multivariate Digamma Function

rCholWishart()

Cholesky Factor of Random Wishart Distributed Matrices

rGenInvWishart()

Random Generalized Inverse Wishart Distributed Matrices

rInvCholWishart()

Cholesky Factor of Random Inverse Wishart Distributed Matrices

rInvWishart()

Random Inverse Wishart Distributed Matrices

rPseudoWishart()

Random Pseudo Wishart Distributed Matrices