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moewishart: Mixture-of-Experts Wishart Models for Covariance Data

Methods for maximum likelihood and Bayesian estimation for the Wishart mixture model and the mixture-of-experts Wishart (MoE-Wishart) model. The package provides four inference algorithms for these models, each implemented using the expectation–maximization (EM) algorithm for maximum likelihood estimation and a fully Bayesian approach via Gibbs-within-Metropolis–Hastings sampling.

Version: 1.0
Depends: R (≥ 4.1.0)
Imports: utils, stats, loo
Suggests: rmarkdown, knitr
Published: 2026-02-19
DOI: 10.32614/CRAN.package.moewishart
Author: The Tien Mai [aut], Zhi Zhao [aut, cre]
Maintainer: Zhi Zhao <zhi.zhao at medisin.uio.no>
BugReports: https://github.com/zhizuio/moewishart/issues
License: GPL-3
URL: https://github.com/zhizuio/moewishart
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: moewishart results

Documentation:

Reference manual: moewishart.html , moewishart.pdf
Vignettes: Introduction (source, R code)

Downloads:

Package source: moewishart_1.0.tar.gz
Windows binaries: r-devel: moewishart_1.0.zip, r-release: moewishart_1.0.zip, r-oldrel: moewishart_1.0.zip
macOS binaries: r-release (arm64): moewishart_1.0.tgz, r-oldrel (arm64): moewishart_1.0.tgz, r-release (x86_64): moewishart_1.0.tgz, r-oldrel (x86_64): moewishart_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=moewishart to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.