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mniw (version 1.0)

The Matrix-Normal Inverse-Wishart Distribution

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.

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Version

Install

install.packages('mniw')

Monthly Downloads

295

Version

1.0

License

GPL-3

Issues

1

Pull Requests

0

Stars

4

Forks

0

Maintainer

Martin Lysy

Last Published

October 9th, 2019

Functions in mniw (1.0)

MatrixT

The Matrix-t distribution.
mniw-package

Tools for the Matrix-Normal Inverse-Wishart distribution.
rRxNorm

Conditional sampling for Multivariate-Normal Random-Effects model.
RxNormLM

Bayesian inference for a random-effects regression model.
MultiNormal

The Multivariate Normal distribution.
Wishart

Wishart and Inverse-Wishart distributions.
crossprodV

Matrix cross-product.
MatrixNormal

The Matrix-Normal distribution.
Hospitals

Hospital profiling data.
MNIW

Generate samples from the Matrix-Normal Inverse-Wishart distribution.