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mniw

The Matrix-Normal Inverse-Wishart Distribution

v1.0.2 · Sep 22, 2024 · GPL-3

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.

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CRAN Check Status

2 NOTE
12 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is 19.6Mb
  sub-directories of 1Mb or more:
    libs  19.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 20.1Mb
  sub-directories of 1Mb or more:
    libs  19.9Mb
OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is 19.6Mb
  sub-directories of 1Mb or more:
    libs  19.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 20.1Mb
  sub-directories of 1Mb or more:
    libs  19.9Mb

Reverse Dependencies (4)

imports

suggests

LMN

Dependency Network

Dependencies Reverse dependencies Rcpp jtdm spBPS tip LMN mniw

Version History

new 1.0.2 Mar 9, 2026