Simulations of Matrix Variate Distributions
Inverse-Wishart sampler
Matrix Beta sampler
Matrix Beta II sampler
Sampler of the matrix variate type II confluent hypergeometric kind tw...
Sampler of the matrix variate type I confluent hypergeometric kind two...
Sampler of the matrix variate confluent hypergometric kind one distrib...
Matrix Gamma sampler
Matrix inverted-t sampler
Matrix normal sampler
Matrix t sampler
Wishart sampler
Sampling Cholesky factor of a Wishart matrix
Provides samplers for various matrix variate distributions: Wishart, inverse-Wishart, normal, t, inverted-t, Beta type I, Beta type II, Gamma, confluent hypergeometric. Allows to simulate the noncentral Wishart distribution without the integer restriction on the degrees of freedom.