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mniw

The Matrix-Normal Inverse-Wishart Distribution

v1.0.2 · Sep 22, 2024 · GPL-3

Description

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.

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r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
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NOTE r-oldrel-macos-arm64

installed package size

installed size is 19.6Mb
  sub-directories of 1Mb or more:
    libs  19.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 20.1Mb
  sub-directories of 1Mb or more:
    libs  19.9Mb

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 19.6Mb
  sub-directories of 1Mb or more:
    libs  19.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 20.1Mb
  sub-directories of 1Mb or more:
    libs  19.9Mb

Reverse Dependencies (5)

suggests

LMN

Dependency Network

Dependencies Reverse dependencies Rcpp jtdm shrinkGPR spBPS tip LMN mniw

Version History

new 1.0.2 Mar 10, 2026
updated 1.0.2 ← 1.0.1 diff Sep 21, 2024
updated 1.0.1 ← 1.0 diff Aug 21, 2022
new 1.0 Oct 8, 2019