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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | wishartinference_0.1.0.tar.gz |
169.4 KiB |
0.1.0 |
rolling linux/noble R-4.5 | wishartinference_0.1.0.tar.gz |
172.6 KiB |
0.1.0 |
rolling source/ R- | wishartinference_0.1.0.tar.gz |
45.7 KiB |
0.1.0 |
latest linux/jammy R-4.5 | wishartinference_0.1.0.tar.gz |
169.4 KiB |
0.1.0 |
latest linux/noble R-4.5 | wishartinference_0.1.0.tar.gz |
172.6 KiB |
0.1.0 |
latest source/ R- | wishartinference_0.1.0.tar.gz |
45.7 KiB |
0.1.0 |
2026-04-23 source/ R- | wishartinference_0.1.0.tar.gz |
0 B |