rstiefel (0.10)

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Random orthonormal matrix generation on the Stiefel manifold.

http://cran.r-project.org/web/packages/rstiefel

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."

Maintainer: Peter D. Hoff
Author(s): Peter Hoff

License: GPL-3

Uses: Does not use any package

Released 9 months ago.


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