rstiefel package - RDocumentation

rbing.O2

Simulate a 2*2 Orthogonal Random Matrix

lineSearchBB

A curvilinear search on the Stiefel manifold with BB steps (Wen and Yin 2013, Algo 2) This is based on the line search algorithm described in (Zhang and Hager, 2004)

rbing.Op

Simulate a p*p Orthogonal Random Matrix

NullC

Null Space of a Matrix

rbmf.O2

Simulate a 2*2 Orthogonal Random Matrix

ry_bmf

Helper Function for Sampling a Bingham-von Mises-Fisher-distributed Vector

ry_bing

Helper Function for Sampling a Bingham-distributed Vector

rustiefel

Siumlate a Uniformly Distributed Random Orthonormal Matrix

rmf.vector

Simulate a Random Normal Vector

rstiefel-package

Random Orthonormal Matrix Generation on the Stiefel Manifold #' Simulation of random orthonormal matrices from linear and quadratic exponential family distributions on the Stiefel manifold. The most general type of distribution covered is the matrix-variate Bingham-von Mises-Fisher distribution. Most of the simulation methods are presented in Hoff(2009) "Simulation of the Matrix Bingham-von Mises-Fisher Distribution, With Applications to Multivariate and Relational Data" <doi:10.1198/jcgs.2009.07177>. The package also includes functions for optimzation on the Stiefel manifold based on algoirthms described in Wen and Yin (2013) "A feasible method for optimization with orthogonality constraints" <doi:10.1007/s10107-012-0584-1>.

rbmf.vector.gibbs

Gibbs Sampling for the Vector-variate Bingham-von Mises-Fisher Distribution

rbmf.matrix.gibbs

Gibbs Sampling for the Matrix-variate Bingham-von Mises-Fisher Distribution.

tr

Compute the trace of a matrix

lineSearch

A curvilinear search on the Stiefel manifold (Wen and Yin 2013, Algo 1)

rmf.matrix

Simulate a Random Orthonormal Matrix

rmf.matrix.gibbs

Gibbs Sampling for the Matrix-variate von Mises-Fisher Distribution

rbing.matrix.gibbs

Gibbs Sampling for the Matrix-variate Bingham Distribution

rbing.vector.gibbs

Gibbs Sampling for the Vector-variate Bingham Distribution

rW

Simulate W as Described in Wood(1994)

optStiefel

Optimize a function on the Stiefel manifold

rstiefel

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Functions in rstiefel (1.0.1)