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-4.5)mniw_1.0.2.zip(r-4.4)mniw_1.0.2.zip(r-4.3)
mniw_1.0.2.tgz(r-4.4-x86_64)mniw_1.0.2.tgz(r-4.4-arm64)mniw_1.0.2.tgz(r-4.3-x86_64)mniw_1.0.2.tgz(r-4.3-arm64)
mniw_1.0.2.tar.gz(r-4.5-noble)mniw_1.0.2.tar.gz(r-4.4-noble)
mniw_1.0.2.tgz(r-4.4-emscripten)mniw_1.0.2.tgz(r-4.3-emscripten)
mniw.pdf |mniw.html
mniw/json (API)
NEWS

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

Peer review:

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

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

6.16 score 4 stars 4 packages 30 scripts 325 downloads 17 exports 2 dependencies

Last updated 2 months agofrom:ef05408960. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-win-x86_64OKOct 31 2024
R-4.5-linux-x86_64OKOct 31 2024
R-4.4-win-x86_64OKOct 31 2024
R-4.4-mac-x86_64OKOct 31 2024
R-4.4-mac-aarch64OKOct 31 2024
R-4.3-win-x86_64OKOct 31 2024
R-4.3-mac-x86_64OKOct 31 2024
R-4.3-mac-aarch64OKOct 31 2024

Exports:crossprodVdiwishdmNormdMNormdMTdwishdwishartriwishrmniwrMNIWrmNormrMNormrMTrRxNormrwishrwishartRxNormLM

Dependencies:RcppRcppEigen

Distributions Provided by mniw

Rendered frommniw-distributions.Rmdusingknitr::rmarkdownon Oct 31 2024.

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