mniw
1.0.2The Matrix-Normal Inverse-Wishart Distribution
Overview
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.
Install
Health
- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-04-2212 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1811 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 95%
- Return-value docs
- 88%
- References docs
- 10%
Downloads
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Checks run against github.com/mlysy/mniw on 2026-07-30.
Dependencies
Code & Tests
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People & History
3 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.0.2Latest
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.0.12022-08-22 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.02019-10-09
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2019-10-09
- Total releases
- 3 / 7 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 0.6 KB / 1 file
- Download size
- 47 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet