Random orthonormal matrix generation on the Stiefel manifold


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Documentation for package ‘rstiefel’ version 0.10

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rstiefel-package Random Orthonormal Matrix Generation on the Stiefel Manifold
NullC Null Space of a Matrix
rbing.matrix.gibbs Gibbs Sampling for the Matrix-variate Bingham Distribution
rbing.O2 Simulate a 2*2 Orthogonal Random Matrix
rbing.Op Simulate a 'p*p' Orthogonal Random Matrix
rbing.vector.gibbs Gibbs Sampling for the Vector-variate Bingham Distribution
rbmf.matrix.gibbs Gibbs Sampling for the Matrix-variate Bingham-von Mises-Fisher Distribution.
rbmf.O2 Simulate a '2*2' Orthogonal Random Matrix
rbmf.vector.gibbs Gibbs Sampling for the Vector-variate Bingham-von Mises-Fisher Distribution
rmf.matrix Simulate a Random Orthonormal Matrix
rmf.matrix.gibbs Gibbs Sampling for the Matrix-variate von Mises-Fisher Distribution
rmf.vector Simulate a Random Normal Vector
rstiefel Random Orthonormal Matrix Generation on the Stiefel Manifold
rustiefel Siumlate a Uniformly Distributed Random Orthonormal Matrix
rW Simulate 'W' as Described in Wood(1994)
ry_bing Helper Function for Sampling a Bingham-distributed Vector
ry_bmf Helper Function for Sampling a Bingham-von Mises-Fisher-distributed Vector