Package: wishartinference 0.1.0
Hanqi Shi
wishartinference: Bayesian Inference for the Wishart Distribution Parameters
Posterior inference for the shape parameter alpha and mean matrix mu in the model X_i ~ Wishart_p(2*alpha, Sigma), under both an improper prior and a proper Gamma/inverse-Wishart prior. The posterior mode is found via a Newton-within-EM algorithm and joint samples are drawn via rejection sampling.
Authors:
wishartinference_0.1.0.tar.gz
wishartinference_0.1.0.zip(r-4.7-x86_64)wishartinference_0.1.0.zip(r-4.7-arm64)wishartinference_0.1.0.zip(r-4.6-x86_64)wishartinference_0.1.0.zip(r-4.6-arm64)
wishartinference_0.1.0.tar.gz(r-4.7-arm64)wishartinference_0.1.0.tar.gz(r-4.7-x86_64)wishartinference_0.1.0.tar.gz(r-4.6-arm64)wishartinference_0.1.0.tar.gz(r-4.6-x86_64)
wishartinference_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
wishartinference/json (API)
| # Install 'wishartinference' in R: |
| install.packages('wishartinference', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:3ce3164515. Checks:10 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 111 | ||
| linux-devel-x86_64 | OK | 124 | ||
| source / vignettes | OK | 190 | ||
| linux-release-arm64 | OK | 132 | ||
| linux-release-x86_64 | OK | 132 | ||
| windows-devel-arm64 | OK | 287 | ||
| windows-devel-x86_64 | OK | 177 | ||
| windows-release-arm64 | OK | 192 | ||
| windows-release-x86_64 | OK | 112 | ||
| wasm-release | OK | 122 |
Exports:gamma_inferenceldetlfafun_gammalfafun_improperlfafun_properlgammap_exportmode_alphaEMmode_alphaEM_gammarejection_samplerrejection_sampler_gammarwishartwishart_hellowishart_inferencewishart_stats
Dependencies:BHRcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bayesian inference for the Wishart shape parameter, gamma (p = 1) case | gamma_inference |
| Log determinant of a positive definite matrix | ldet |
| Log unnormalized posterior of alpha, gamma (p = 1) case | lfafun_gamma |
| Log unnormalized marginal posterior of alpha under the improper prior | lfafun_improper |
| Log unnormalized marginal posterior of alpha under the proper prior | lfafun_proper |
| Log of the multivariate Gamma function | lgammap_export |
| Find the posterior mode of alpha | mode_alphaEM |
| EM algorithm to find the posterior mode of alpha, gamma (p = 1) case | mode_alphaEM_gamma |
| Rejection sampler for the joint posterior of (alpha, mu) | rejection_sampler |
| Rejection sampler for the joint posterior of (alpha, mu), gamma (p = 1) case | rejection_sampler_gamma |
| Generate draws from a Wishart distribution | rwishart |
| Verify that the compiled library loaded correctly | wishart_hello |
| Bayesian inference for the Wishart shape parameter | wishart_inference |
| Compute sufficient statistics for Wishart observations | wishart_stats |