r-rstiefel 1.0.1
Channel: guix-cran
Home page: https://cran.r-project.org/package=rstiefel
Licenses: GPL 3
Synopsis: Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold
Description:
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" <doi:10.1198/jcgs.2009.07177>. 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" <doi:10.1007/s10107-012-0584-1>.
Total results: 1