swMATH ID: 11607
Software Authors: P. Hoff
Description: rstiefel: Random orthonormal matrix generation on the Stiefel manifold. This package simulates 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.”
Homepage: http://cran.r-project.org/web/packages/rstiefel/index.html
Source Code:  https://github.com/cran/rstiefel
Dependencies: R
Related Software: R; Stan; movMF; NUTS; fda (R); PMTK; PyMC; BayesDA; ElemStatLearn; STRUCTURE; MALLET; UCI-ml; Bessel; slam; CLUTO; skmeans; clue; tm; HSAUR2; SPECFUN
Cited in: 26 Publications

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