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rstiefel
View on CRAN: Click
here
Download and install rstiefel package within the R console
Install from CRAN:
install.packages("rstiefel")
Install from Github:
library("remotes")
install_github("cran/rstiefel")
Install by package version:
library("remotes")
install_version("rstiefel", "1.0.1")
Attach the package and use:
library("rstiefel")
Maintained by
Peter Hoff
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-01-12
Latest Update: 2021-06-15
Description:
Simulation of random orthonormal matrices from linear and quadratic exponential family distributions on the Stiefel manifold. The most general type of distribution covered is the matrix-variate Bingham-von Mises-Fisher distribution. Most of the simulation methods are presented in Hoff(2009) "Simulation of the Matrix Bingham-von Mises-Fisher Distribution, With Applications to Multivariate and Relational Data" . The package also includes functions for optimization on the Stiefel manifold based on algorithms described in Wen and Yin (2013) "A feasible method for optimization with orthogonality constraints" .
How to cite:
Peter Hoff (2012). rstiefel: Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold. R package version 1.0.1, https://cran.r-project.org/web/packages/rstiefel. Accessed 21 Dec. 2024.
Previous versions and publish date:
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imports, suggests or enhances
Complete documentation for rstiefel
Functions, R codes and Examples using
the rstiefel R package
Some associated functions: NullC . lineSearch . lineSearchBB . optStiefel . rW . rbing.O2 . rbing.Op . rbing.matrix.gibbs . rbing.vector.gibbs . rbmf.O2 . rbmf.matrix.gibbs . rbmf.vector.gibbs . rmf.matrix.gibbs . rmf.matrix . rmf.vector . rstiefel-package . rustiefel . ry_bing . ry_bmf . tr .
Some associated R codes: NullC.R . opt.stiefel.R . rW.R . rbing.O2.R . rbing.Op.R . rbing.matrix.gibbs.R . rbing.vector.gibbs.R . rbmf.O2.R . rbmf.matrix.gibbs.R . rbmf.vector.gibbs.R . rmf.matrix.R . rmf.matrix.gibbs.R . rmf.vector.R . rstiefel-package.R . rustiefel.R . ry_bing.R . ry_bmf.R . Full rstiefel package functions and examples
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