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
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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)
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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:98cd0d0c47. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 143 | ||
| linux-devel-x86_64 | OK | 164 | ||
| source / vignettes | OK | 183 | ||
| linux-release-arm64 | OK | 150 | ||
| linux-release-x86_64 | OK | 143 | ||
| macos-release-arm64 | OK | 76 | ||
| macos-release-x86_64 | OK | 197 | ||
| macos-oldrel-arm64 | OK | 93 | ||
| macos-oldrel-x86_64 | OK | 154 | ||
| windows-devel | OK | 124 | ||
| windows-release | OK | 109 | ||
| windows-oldrel | OK | 117 | ||
| wasm-release | OK | 122 |
Exports:ldetlfafun_improperlfafun_properlgammap_exportmode_alphaEMrejection_samplerrwisharttestwishart_inferencewishart_stats
Dependencies:BHRcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Log determinant of a positive definite matrix | ldet |
| 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 |
| Rejection sampler for the joint posterior of (alpha, mu) | rejection_sampler |
| 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 |
