Package: mniw
Type: Package
Title: The Matrix-Normal Inverse-Wishart Distribution
Version: 1.0.2
Date: 2024-09-19
Authors@R: c(person("Martin", "Lysy", role = c("aut", "cre"),
                    email = "mlysy@uwaterloo.ca"),
             person("Bryan", "Yates", role = "aut"))
Description: 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.
URL: https://github.com/mlysy/mniw/, https://mlysy.github.io/mniw/
BugReports: https://github.com/mlysy/mniw/issues
License: GPL-3
Depends: R (>= 2.10)
Imports: Rcpp (>= 0.11.6)
LinkingTo: Rcpp, RcppEigen
LazyData: true
Suggests: testthat, knitr, rmarkdown
Encoding: UTF-8
RoxygenNote: 7.3.2
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2024-09-20 14:00:49 UTC; mlysy
Author: Martin Lysy [aut, cre],
  Bryan Yates [aut]
Maintainer: Martin Lysy <mlysy@uwaterloo.ca>
Repository: CRAN
Date/Publication: 2024-09-22 21:30:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-25 19:51:57 UTC; unix
Archs: mniw.so.dSYM
