This package simulates random orthonormal matrices from linear and quadratic exponential family distributions on the Stiefel manifold. The most general type of distribution covered is the matrix-variate Bingham-von Mises-Fisher distribution. Most of the simulation methods are presented in Hoff(2009) "Simulation of the Matrix Bingham-von Mises-Fisher Distribution, With Applications to Multivariate and Relational Data."
| Version: | 0.10 |
| Published: | 2016-12-05 |
| Author: | Peter Hoff |
| Maintainer: | Peter Hoff <pdhoff at uw.edu> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| In views: | Bayesian |
| CRAN checks: | rstiefel results |
| Reference manual: | rstiefel.pdf |
| Vignettes: |
Matrix modeling with rstiefel |
| Package source: | rstiefel_0.10.tar.gz |
| Windows binaries: | r-devel: rstiefel_0.10.zip, r-release: rstiefel_0.10.zip, r-oldrel: rstiefel_0.10.zip |
| OS X El Capitan binaries: | r-release: rstiefel_0.10.tgz |
| OS X Mavericks binaries: | r-oldrel: rstiefel_0.10.tgz |
| Old sources: | rstiefel archive |
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