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Posterior inference for the shape parameter alpha and mean matrix mu in the model X_i ~ Wishart_p(2*alpha, Sigma), under both an improper prior and a proper Gamma/inverse-Wishart prior. The posterior mode is found via a Newton-within-EM algorithm and joint samples are drawn via rejection sampling.
| Version: | 0.1.0 |
| Imports: | Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo, BH |
| Suggests: | testthat (≥ 3.1.5) |
| Published: | 2026-09-03 |
| DOI: | 10.32614/CRAN.package.wishartinference (may not be active yet) |
| Author: | Philip Everson [aut], Hanqi Shi [aut, cre] |
| Maintainer: | Hanqi Shi <hshi1 at swarthmore.edu> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | wishartinference results |
| Reference manual: | wishartinference.html , wishartinference.pdf |
| Package source: | wishartinference_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: wishartinference_0.1.0.zip, r-oldrel: not available |
| macOS binaries: | r-release (arm64): wishartinference_0.1.0.tgz, r-oldrel (arm64): wishartinference_0.1.0.tgz, r-release (x86_64): wishartinference_0.1.0.tgz, r-oldrel (x86_64): wishartinference_0.1.0.tgz |
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These binaries (installable software) and packages are in development.
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