rstiefel: 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" <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>.

Version: 0.20
Depends: R (≥ 2.10)
Published: 2018-06-12
Author: Peter Hoff and Alexander Franks
Maintainer: Peter Hoff <peter.hoff at duke.edu>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
In views: Bayesian
CRAN checks: rstiefel results

Downloads:

Reference manual: rstiefel.pdf
Vignettes: Matrix modeling with rstiefel
Package source: rstiefel_0.20.tar.gz
Windows binaries: r-devel: rstiefel_0.20.zip, r-release: rstiefel_0.20.zip, r-oldrel: rstiefel_0.20.zip
OS X binaries: r-release: rstiefel_0.20.tgz, r-oldrel: rstiefel_0.20.tgz
Old sources: rstiefel archive

Reverse dependencies:

Reverse imports: bayesammi, baystability

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