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mniw  

The Matrix-Normal Inverse-Wishart Distribution
View on CRAN: Click here


Download and install mniw package within the R console
Install from CRAN:
install.packages("mniw")

Install from Github:
library("remotes")
install_github("cran/mniw")

Install by package version:
library("remotes")
install_version("mniw", "1.0.2")



Attach the package and use:
library("mniw")
Maintained by
Martin Lysy
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-10-09
Latest Update: 2024-09-22
Description:
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.
How to cite:
Martin Lysy (2019). mniw: The Matrix-Normal Inverse-Wishart Distribution. R package version 1.0.2, https://cran.r-project.org/web/packages/mniw. Accessed 26 Jun. 2026.
Previous versions and publish date:
1.0.1 (2022-08-22 18:30), 1.0 (2019-10-09 16:20)
Other packages that cited mniw R package
View mniw citation profile
Other R packages that mniw depends, imports, suggests or enhances
Complete documentation for mniw
Functions, R codes and Examples using the mniw R package
Some associated functions: Hospitals . MNIW . MatrixNormal . MatrixT . MultiNormal . RxNormLM . Wishart . crossprodV . mniw-package . rRxNorm . 
Some associated R codes: Hierarchical.R . MNIW.R . MatrixNormal.R . MatrixT.R . MultiNormal.R . RandomEffects.R . RcppExports.R . Wishart.R . crossprodV.R . hospitals.R . mniw-format.R . mniw-package.R .  Full mniw package functions and examples
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