mniw: The Matrix-Normal Inverse-Wishart Distribution (original) (raw)
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 |
| 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 |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=mniwto link to this page.