Package: rstiefel
Type: Package
Title: Random Orthonormal Matrix Generation and Optimization on the
        Stiefel Manifold
Version: 1.0.1
Date: 2021-06-14
Author: Peter Hoff and Alexander Franks
Maintainer: Peter Hoff <peter.hoff@duke.edu>
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"
        <doi:10.1198/jcgs.2009.07177>. 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"
        <doi:10.1007/s10107-012-0584-1>.
License: GPL-3
RoxygenNote: 6.0.1
Depends: R (>= 2.10)
Suggests: knitr
VignetteBuilder: knitr
Repository: https://pdhoff.r-universe.dev
Date/Publication: 2021-06-15 13:59:20 UTC
RemoteUrl: https://github.com/pdhoff/rstiefel
RemoteRef: HEAD
RemoteSha: c19d696e357365f3dc814400fb56e7b254d11983
NeedsCompilation: yes
Packaged: 2026-06-15 09:35:14 UTC; root