Package: mniw 1.0.2

mniw: The Matrix-Normal Inverse-Wishart Distribution

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.

Authors:Martin Lysy [aut, cre], Bryan Yates [aut]

mniw_1.0.2.tar.gz
mniw_1.0.2.zip(r-4.7)mniw_1.0.2.zip(r-4.6)mniw_1.0.2.zip(r-4.5)
mniw_1.0.2.tgz(r-4.6-x86_64)mniw_1.0.2.tgz(r-4.6-arm64)mniw_1.0.2.tgz(r-4.5-x86_64)mniw_1.0.2.tgz(r-4.5-arm64)
mniw_1.0.2.tar.gz(r-4.7-arm64)mniw_1.0.2.tar.gz(r-4.7-x86_64)mniw_1.0.2.tar.gz(r-4.6-arm64)mniw_1.0.2.tar.gz(r-4.6-x86_64)
mniw_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
mniw/json (API)

# Install 'mniw' in R:

install.packages('mniw', repos = c('https://mlysy.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mlysy/mniw/issues

Pkgdown/docs site:https://mlysy.github.io

Uses libs:

c++– GNU Standard C++ Library v3

Datasets:

Hospitals - Hospital profiling data.

On CRAN:

cpp

6.36 score 6 stars 6 packages 42 scripts 358 downloads 17 exports 2 dependencies

Last updated from:ef05408960. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	190
linux-devel-x86_64	OK	200
source / vignettes	OK	261
linux-release-arm64	OK	191
linux-release-x86_64	OK	174
macos-release-arm64	OK	179
macos-release-x86_64	OK	305
macos-oldrel-arm64	OK	133
macos-oldrel-x86_64	OK	401
windows-devel	OK	202
windows-release	OK	208
windows-oldrel	OK	179
wasm-release	OK	150

Exports:crossprodV diwish dmNorm dMNorm dMT dwish dwishart riwish rmniw rMNIW rmNorm rMNorm rMT rRxNorm rwish rwishart RxNormLM

Dependencies:Rcpp RcppEigen

Distributions Provided by mniw

Rendered frommniw-distributions.Rmdusingknitr::rmarkdown

Last update: 2024-09-19
Started: 2019-03-25

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Tools for the Matrix-Normal Inverse-Wishart distribution.	mniw-package mniw
Matrix cross-product.	crossprodV
Hospital profiling data.	Hospitals
The Matrix-Normal distribution.	dMNorm MatrixNormal MatrixNormal-dist rMNorm
The Matrix-t distribution.	dMT MatrixT MatrixT-dist rMT
Generate samples from the Matrix-Normal Inverse-Wishart distribution.	MNIW MNIW-dist rMNIW rmniw
The Multivariate Normal distribution.	dmNorm MultiNormal MultiNormal-dist rmNorm
Conditional sampling for Multivariate-Normal Random-Effects model.	rRxNorm
Bayesian inference for a random-effects regression model.	RxNormLM
Wishart and Inverse-Wishart distributions.	diwish dwish dwishart riwish rwish rwishart Wishart Wishart-dist