Simulation of random orthonormal matrices from linear and quadratic exponential family distributions on the Stiefel manifold. The most general type of distribution covered is the matrixvariate Binghamvon MisesFisher distribution. Most of the simulation methods are presented in Hoff(2009) "Simulation of the Matrix Binghamvon MisesFisher Distribution, With Applications to Multivariate and Relational Data" <doi:10.1198/jcgs.2009.07177>. The package also includes functions for optimization on the Stiefel manifold based on algorithms described in Wen and Yin (2013) "A feasible method for optimization with orthogonality constraints" <doi:10.1007/s1010701205841>.
Package details 


Author  Peter Hoff and Alexander Franks 
Maintainer  Peter Hoff <[email protected]> 
License  GPL3 
Version  1.0.0 
Package repository  View on CRAN 
Installation 
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