Density evaluation and random number generation for the Matrix-Normal Inverse-Wishart (MNIW) distribution, as well as the the Matrix-Normal, Matrix-T, Wishart, and Inverse-Wishart distributions. Core calculations are implemented in a portable (header-only) C++ library, with matrix manipulations using the 'Eigen' library for linear algebra. Also provided is a Gibbs sampler for Bayesian inference on a random-effects model with multivariate normal observations.
Version: | 1.0.2 |
Depends: | R (≥ 2.10) |
Imports: | Rcpp (≥ 0.11.6) |
LinkingTo: | Rcpp, RcppEigen |
Suggests: | testthat, knitr, rmarkdown |
Published: | 2024-09-22 |
DOI: | 10.32614/CRAN.package.mniw |
Author: | Martin Lysy [aut, cre], Bryan Yates [aut] |
Maintainer: | Martin Lysy <mlysy at uwaterloo.ca> |
BugReports: | https://github.com/mlysy/mniw/issues |
License: | GPL-3 |
URL: | https://github.com/mlysy/mniw/, https://mlysy.github.io/mniw/ |
NeedsCompilation: | yes |
Materials: | NEWS |
In views: | Distributions |
CRAN checks: | mniw results |
Reference manual: | mniw.pdf |
Vignettes: |
Distributions Provided by mniw (source) |
Package source: | mniw_1.0.2.tar.gz |
Windows binaries: | r-devel: mniw_1.0.2.zip, r-release: mniw_1.0.2.zip, r-oldrel: mniw_1.0.2.zip |
macOS binaries: | r-release (arm64): mniw_1.0.2.tgz, r-oldrel (arm64): mniw_1.0.2.tgz, r-release (x86_64): mniw_1.0.2.tgz, r-oldrel (x86_64): mniw_1.0.2.tgz |
Old sources: | mniw archive |
Reverse imports: | jtdm, tip |
Reverse suggests: | LMN |
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