rstiefel (1.0.0)

Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold.

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

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.