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: | 1.0.1 |
| Depends: | R (≥ 2.10) |
| Imports: | Rcpp (≥ 0.11.6) |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | testthat, knitr, rmarkdown |
| Published: | 2022-08-22 |
| 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/ |
| NeedsCompilation: | yes |
| In views: | Distributions |
| CRAN checks: | mniw results |
| Reference manual: | mniw.pdf |
| Vignettes: |
Distributions provided by mniw |
| Package source: | mniw_1.0.1.tar.gz |
| Windows binaries: | r-devel: mniw_1.0.1.zip, r-release: mniw_1.0.1.zip, r-oldrel: mniw_1.0.1.zip |
| macOS binaries: | r-release (arm64): mniw_1.0.1.tgz, r-oldrel (arm64): mniw_1.0.1.tgz, r-release (x86_64): mniw_1.0.1.tgz, r-oldrel (x86_64): mniw_1.0.1.tgz |
| Old sources: | mniw archive |
| Reverse suggests: | LMN |
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