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."

Author
Peter Hoff
Date of publication
2014-11-25 09:04:31
Maintainer
Peter Hoff <pdhoff@uw.edu>
License
GPL-3
Version
0.10

View on CRAN

Man pages

NullC
Null Space of a Matrix
rbing.matrix.gibbs
Gibbs Sampling for the Matrix-variate Bingham Distribution
rbing.O2
Simulate a 2*2 Orthogonal Random Matrix
rbing.Op
Simulate a 'p*p' Orthogonal Random Matrix
rbing.vector.gibbs
Gibbs Sampling for the Vector-variate Bingham Distribution
rbmf.matrix.gibbs
Gibbs Sampling for the Matrix-variate Bingham-von...
rbmf.O2
Simulate a '2*2' Orthogonal Random Matrix
rbmf.vector.gibbs
Gibbs Sampling for the Vector-variate Bingham-von...
rmf.matrix
Simulate a Random Orthonormal Matrix
rmf.matrix.gibbs
Gibbs Sampling for the Matrix-variate von Mises-Fisher...
rmf.vector
Simulate a Random Normal Vector
rstiefel-package
Random Orthonormal Matrix Generation on the Stiefel Manifold
rustiefel
Siumlate a Uniformly Distributed Random Orthonormal Matrix
rW
Simulate 'W' as Described in Wood(1994)
ry_bing
Helper Function for Sampling a Bingham-distributed Vector
ry_bmf
Helper Function for Sampling a Bingham-von...

Files in this package

rstiefel
rstiefel/inst
rstiefel/inst/doc
rstiefel/inst/doc/rstiefel.pdf
rstiefel/inst/doc/rstiefel.Rnw
rstiefel/inst/doc/rstiefel.R
rstiefel/src
rstiefel/src/rstiefel.c
rstiefel/NAMESPACE
rstiefel/R
rstiefel/R/rbing.vector.gibbs.R
rstiefel/R/rbmf.O2.R
rstiefel/R/rbing.Op.R
rstiefel/R/rbing.matrix.gibbs.R
rstiefel/R/rmf.matrix.R
rstiefel/R/ry_bmf.R
rstiefel/R/rmf.vector.R
rstiefel/R/rustiefel.R
rstiefel/R/ry_bing.R
rstiefel/R/rbmf.vector.gibbs.R
rstiefel/R/NullC.R
rstiefel/R/rbmf.matrix.gibbs.R
rstiefel/R/rW.R
rstiefel/R/rbing.O2.R
rstiefel/R/rmf.matrix.gibbs.R
rstiefel/vignettes
rstiefel/vignettes/YX_scots
rstiefel/vignettes/rstiefel.Rnw
rstiefel/MD5
rstiefel/build
rstiefel/build/vignette.rds
rstiefel/DESCRIPTION
rstiefel/man
rstiefel/man/rbmf.O2.Rd
rstiefel/man/rmf.vector.Rd
rstiefel/man/rustiefel.Rd
rstiefel/man/rW.Rd
rstiefel/man/rbing.O2.Rd
rstiefel/man/ry_bmf.Rd
rstiefel/man/rmf.matrix.Rd
rstiefel/man/rstiefel-package.Rd
rstiefel/man/NullC.Rd
rstiefel/man/rbing.Op.Rd
rstiefel/man/rbing.vector.gibbs.Rd
rstiefel/man/rmf.matrix.gibbs.Rd
rstiefel/man/ry_bing.Rd
rstiefel/man/rbmf.vector.gibbs.Rd
rstiefel/man/rbmf.matrix.gibbs.Rd
rstiefel/man/rbing.matrix.gibbs.Rd