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.zip(r-4.5-x86_64)
wishartinference_0.1.0.tgz(r-4.6-x86_64)wishartinference_0.1.0.tgz(r-4.6-arm64)wishartinference_0.1.0.tgz(r-4.5-x86_64)wishartinference_0.1.0.tgz(r-4.5-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://sunnyhq-shi.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/sunnyhq-shi/wishart-rejection-sampling/issues
Last updated from:3d4a295e01. Checks:15 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 96 | ||
| linux-devel-x86_64 | OK | 109 | ||
| source / vignettes | OK | 249 | ||
| linux-release-arm64 | OK | 90 | ||
| linux-release-x86_64 | OK | 128 | ||
| macos-release-arm64 | OK | 99 | ||
| macos-release-x86_64 | OK | 254 | ||
| macos-oldrel-arm64 | OK | 80 | ||
| macos-oldrel-x86_64 | OK | 251 | ||
| windows-devel-arm64 | OK | 394 | ||
| windows-devel-x86_64 | OK | 142 | ||
| windows-release-arm64 | OK | 373 | ||
| windows-release-x86_64 | OK | 120 | ||
| windows-oldrel-x86_64 | OK | 101 | ||
| wasm-release | OK | 97 |
Exports:gamma_inferenceldetlfafun_gammalfafun_improperlfafun_properlgammap_exportmode_alphaEMmode_alphaEM_gammarejection_samplerrejection_sampler_gammarwisharttestwishart_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 |
| Hello-world test to verify the library loaded correctly | test |
| Bayesian inference for the Wishart shape parameter | wishart_inference |
| Compute sufficient statistics for Wishart observations | wishart_stats |