rstiefel
Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold
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.
- Version1.0.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- Hoff(2009) "Simulation of the Matrix Bingham-von Mises-Fisher Distribution, With Applications to Multivariate and Relational Data"
- Wen and Yin (2013) "A feasible method for optimization with orthogonality constraints"
- Last release06/15/2021
Documentation
Team
Peter Hoff
Alexander Franks
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Last 30 days
This package has been downloaded 308 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 1 times.
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Last 365 days
This package has been downloaded 4,024 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Apr 30, 2024 with 49 downloads.
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- Reverse Imports5 packages