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
NeedsCompilation: yes
Packaged: 2021-06-15 13:57:46 UTC; pdhoff
Repository: CRAN
Date/Publication: 2021-06-15 15:40:02 UTC
Built: R 4.4.3; aarch64-apple-darwin24.3.0; 2025-03-14 18:07:24 UTC; unix
