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 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 and Alexander Franks|
|Date of publication||2018-06-12 14:56:38 UTC|
|Maintainer||Peter Hoff <[email protected]>|
|Package repository||View on CRAN|
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