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:	1.0.2
Depends:	R (≥ 2.10)
Imports:	Rcpp (≥ 0.11.6)
LinkingTo:	Rcpp, RcppEigen
Suggests:	testthat, knitr, rmarkdown
Published:	2024-09-22
DOI:	10.32614/CRAN.package.mniw
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/, https://mlysy.github.io/mniw/
NeedsCompilation:	yes
Materials:	NEWS
In views:	Distributions
CRAN checks:	mniw results

Documentation:

Reference manual:	mniw.pdf
Vignettes:	Distributions Provided by mniw (source)

Downloads:

Package source:	mniw_1.0.2.tar.gz
Windows binaries:	r-devel: mniw_1.0.2.zip, r-release: mniw_1.0.2.zip, r-oldrel: mniw_1.0.2.zip
macOS binaries:	r-release (arm64): mniw_1.0.2.tgz, r-oldrel (arm64): mniw_1.0.2.tgz, r-release (x86_64): mniw_1.0.2.tgz, r-oldrel (x86_64): mniw_1.0.2.tgz
Old sources:	mniw archive

Reverse dependencies:

Reverse imports:	jtdm, spBPS, tip
Reverse suggests:	LMN

Linking:

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