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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("mniw")

1.0 by Martin Lysy, 11 days ago


https://github.com/mlysy/mniw/


Report a bug at https://github.com/mlysy/mniw/issues


Browse source code at https://github.com/cran/mniw


Authors: Martin Lysy [aut, cre] , Bryan Yates [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp

Suggests testthat, knitr, rmarkdown

Linking to Rcpp, RcppEigen


See at CRAN