ry_bmf: Helper Function for Sampling a Bingham-von...

In pdhoff/rstiefel: Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold

Description

C interface to perform a Gibbs update of y with invariant distribution proportional to exp( sum(l*y^2+y*d) with respect to the uniform measure on the sphere.

Usage

ry_bmf(y, l, d)

Arguments

y	a normal vector.
l	a vector.
d	a vector.

Value

a normal vector

Author(s)

Peter Hoff

References

Hoff(2009)

Examples

## The function is currently defined as
function (y, l, d) 
{
    .C("ry_bmf", y = as.double(y), l = as.double(l), d = as.double(d), 
        n = as.integer(length(y)))$y
  }

pdhoff/rstiefel documentation built on June 16, 2021, 5:36 p.m.