rstiefel: Random orthonormal matrix generation on the Stiefel manifold
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: |
0.9 |
Published: |
2012-01-12 |
Author: |
Peter Hoff |
Maintainer: |
Peter Hoff <pdhoff at uw.edu> |
License: |
GPL-3 |
NeedsCompilation: |
yes |
In views: |
Bayesian |
CRAN checks: |
rstiefel results |
Downloads: