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moewishart

Mixture-of-Experts Wishart Models for Covariance Data

v1.0 · Feb 19, 2026 · GPL-3

Description

Methods for maximum likelihood and Bayesian estimation for the Wishart mixture model and the mixture-of-experts Wishart (MoE-Wishart) model. The package provides four inference algorithms for these models, each implemented using the expectation–maximization (EM) algorithm for maximum likelihood estimation and a fully Bayesian approach via Gibbs-within-Metropolis–Hastings sampling.

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

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

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Dependencies Reverse dependencies loo moewishart

Version History

new 1.0 Mar 10, 2026