Random Wishart Matrix Generation
Fractional Wishart Helper Function
Nonsingular Wishart Helper Function
Psuedo Wishart Helper Function
Random Fractional Wishart Matrix
Random Nonsingular Wishart Matrix
Random Psuedo Wishart Matrix
Random Singular Wishart Matrix
Random Wishart Matrix Generation
Singular Wishart Helper Function
Test if Matrix is a Wishart Matrix
An expansion of R's 'stats' random wishart matrix generation. This package allows the user to generate singular, Uhlig and Harald (1994) <doi:10.1214/aos/1176325375>, and pseudo wishart, Diaz-Garcia, et al.(1997) <doi:10.1006/jmva.1997.1689>, matrices. In addition the user can generate wishart matrices with fractional degrees of freedom, Adhikari (2008) <doi:10.1061/(ASCE)0733-9399(2008)134:12(1029)>, commonly used in volatility modeling. Users can also use this package to create random covariance matrices.