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rstiefel  

Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold
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]
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:
0.9 (2012-01-12 10:24), 0.10 (2016-12-05 18:28), 0.20 (2018-06-12 16:56), 1.0.0 (2019-02-20 22:00)
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