rstiefel: Random orthonormal matrix generation on the Stiefel manifold
Version 0.10

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."

Package details

AuthorPeter Hoff
Date of publication2016-12-05 18:28:48
MaintainerPeter Hoff <[email protected]>
LicenseGPL-3
Version0.10
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rstiefel")

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rstiefel documentation built on May 29, 2017, 11:58 a.m.