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.html ,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,spBPS,tip |
| Reverse suggests: | LMN |
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