rstiefel (1.0.0)

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Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold.

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" . 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" .

Maintainer: Peter Hoff
Author(s): Peter Hoff and Alexander Franks

License: GPL-3

Uses: knitr
Reverse suggests: maotai

Released 10 months ago.

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