mniw: The Matrix-Normal Inverse-Wishart Distribution

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.

Version: 1.0
Depends: R (≥ 2.10)
Imports: Rcpp (≥ 0.11.6)
LinkingTo: Rcpp, RcppEigen
Suggests: testthat, knitr, rmarkdown
Published: 2019-10-09
Author: Martin Lysy [aut, cre], Bryan Yates [aut]
Maintainer: Martin Lysy <mlysy at uwaterloo.ca>
BugReports: https://github.com/mlysy/mniw/issues
License: GPL-3
URL: https://github.com/mlysy/mniw/
NeedsCompilation: yes
CRAN checks: mniw results

Downloads:

Reference manual: mniw.pdf
Vignettes: Distributions provided by mniw
Package source: mniw_1.0.tar.gz
Windows binaries: r-devel: mniw_1.0.zip, r-release: mniw_1.0.zip, r-oldrel: mniw_1.0.zip
OS X binaries: r-release: mniw_1.0.tgz, r-oldrel: mniw_1.0.tgz

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