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: 0.10
Published: 2014-11-25
Author: Peter Hoff
Maintainer: Peter Hoff <pdhoff at>
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:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: rstiefel_0.10.tgz, r-oldrel: rstiefel_0.10.tgz
OS X Mavericks binaries: r-release: rstiefel_0.10.tgz
Old sources: rstiefel archive