Package: rstiefel
Type: Package
Title: Random orthonormal matrix generation on the Stiefel manifold
Version: 0.9
Date: 2012-01-02
Author: Peter Hoff
Maintainer: Peter Hoff <pdhoff@uw.edu>
Description: This package simulates 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."
License: GPL-3
Packaged: 2012-01-11 17:48:21 UTC; root
