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CholWishart 1.1.4

• Update names
• Change PI to M_PI

CholWishart 1.1.2

• Minor updates to documentation to fix URLs for CRAN submission.

CholWishart 1.1.1

• Updates to conform with the following recommendation: https://cran.r-project.org/doc/manuals/r-devel/R-exts.html#Fortran-character-strings While this should not break anything, I believe this may require R>=3.6.2.

CholWishart 1.1.0

• Latest update to CRAN.

CholWishart 1.0.3

• Minor updates to documentation

CholWishart 1.0.2

• Add R_RegisterCCallable() interface and header inst/install/CholWishart.h so that the exported functions can be called in C from other packages. All the exported functions are now also available to be called by external C code in other packages, just pull in the header.

CholWishart 1.0.1

• Update documentation to use pkgdown.

CholWishart 1.0.0

• Tweak the documentation
• Port pseudo-Wishart to C, gen inv based on pseudo-Wishart

CholWishart 0.9.4

• Add new functions to the vignette
• Add generalized inverse Wishart (pseudo inverse of the pseudo Wishart)
• Add pseudo-Wishart (Wishart distribution based on fewer observations than the dimension of the covariance matrix).
• Add contributor guidelines and code of conduct.

CholWishart 0.9.3

• Minor update to internal functions

CholWishart 0.9.2

• Adding possibility of array input to density functions.

CholWishart 0.9.1

• Finalize edits to documentation including additional references.

CholWishart 0.9.0.9002

• Add more documentation, add more references to documentation, clean LaTeX equations in documentation.

CholWishart 0.9.0.9001

• Add additional tests for dWishart and dInvWishart functions
• Add references and equations to help files
• Add additional tests for complex entries (should fail) and other erroneous input

CholWishart 0.9.0

• Feature complete, fully documented, and the math should be correct.

CholWishart 0.1.0

• Breaking off from matrixdist

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.