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Complex multivariate Gaussian distribution in R
Should be imports: emulator
A function to create random positive-definite Hermitian matrices would be very very useful:
> rherm <- function(n,m=n){cprod(matrix(rcnorm(n*m),m,n))}
> rherm(3)
[,1] [,2] [,3]
[1,] 0.4972461+0.0000000i -0.3132610+0.0474761i 0.1256727+0.7946277i
[2,] -0.3132610-0.0474761i 0.9738342+0.0000000i 0.7634426+0.2033439i
[3,] 0.1256727-0.7946277i 0.7634426-0.2033439i 6.2980289+0.0000000i
> eigen(rherm(3))
eigen() decomposition
$values
[1] 3.9687974 0.6429547 0.3039399
$vectors
[,1] [,2] [,3]
[1,] -0.6571773+0.0000000i 0.5827679+0.0000000i -0.4780163+0.0000000i
[2,] 0.6992823-0.2127543i 0.6254672-0.1587247i -0.1988432+0.0989876i
[3,] 0.0757431-0.1676926i -0.3065810+0.3872815i -0.4778963+0.7026937i
>
> rcmvnorm(10)
Error in ishpd(sigma, tol) :
promise already under evaluation: recursive default argument reference or earlier problems?
>
email from Kurt:
Dear maintainers,
This concerns the CRAN packages
[snip]
assertable brunnermunzel cmvnorm datarobot macleish
[snip]
maintained by one of you:
[snip]
Robin K. S. Hankin [email protected]: cmvnorm
[snip]
These seem to have VignetteBuilder DESCRIPTION entries which give
package not providing a vignette engine, see below.
Can you pls fix, and submit a new version to CRAN in the next 2 weeks?
Best
-k
The package should import quad.form()
etc from quadform, not emulator.
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