mniw
The Matrix-Normal Inverse-Wishart Distribution
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.2 |
rolling linux/jammy R-4.5 | mniw_1.0.2.tar.gz |
299.5 KiB |
1.0.2 |
rolling linux/noble R-4.5 | mniw_1.0.2.tar.gz |
309.1 KiB |
1.0.2 |
rolling source/ R- | mniw_1.0.2.tar.gz |
47.3 KiB |
1.0.2 |
latest linux/jammy R-4.5 | mniw_1.0.2.tar.gz |
299.5 KiB |
1.0.2 |
latest linux/noble R-4.5 | mniw_1.0.2.tar.gz |
309.1 KiB |
1.0.2 |
latest source/ R- | mniw_1.0.2.tar.gz |
47.3 KiB |
1.0.2 |
2026-04-26 source/ R- | mniw_1.0.2.tar.gz |
47.3 KiB |
1.0.2 |
2026-04-23 source/ R- | mniw_1.0.2.tar.gz |
47.3 KiB |
1.0.2 |
2026-04-09 windows/windows R-4.5 | mniw_1.0.2.zip |
648.7 KiB |
1.0.2 |
2025-04-20 source/ R- | mniw_1.0.2.tar.gz |
47.3 KiB |