robinhankin / cmvnorm

Complex multivariate Gaussian distribution in R

Hello everyone, my name is Robin and I work on computational statistics, mostly in R

cmvnorm's Issues

dependence on emulator

The package should import quad.form() etc from quadform, not emulator.

Depends: emulator

Should be imports: emulator

no README

rcmvnorm(10) fails with an uninformative error message

> rcmvnorm(10)
Error in ishpd(sigma, tol) : 
  promise already under evaluation: recursive default argument reference or earlier problems?
> 

random Hermitian matrices

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

> 

vignettebuilder issue

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