CholWishart - Cholesky Decomposition of the Wishart Distribution

Sampling from the Cholesky factorization of a Wishart random variable, sampling from the inverse Wishart distribution, sampling from the Cholesky factorization of an inverse Wishart random variable, sampling from the pseudo Wishart distribution, sampling from the generalized inverse Wishart distribution, computing densities for the Wishart and inverse Wishart distributions, and computing the multivariate gamma and digamma functions. Provides a header file so the C functions can be called directly from other programs.

Last updated 5 months ago

cholesky-decompositioncholesky-factorizationdigamma-functionsgammamultivariatepseudo-wishartwishartwishart-distributionsopenblas

7.05 score 7 stars 13 dependents 41 scripts 926 downloads

MixMatrix - Classification with Matrix Variate Normal and t Distributions

Provides sampling and density functions for matrix variate normal, t, and inverted t distributions; ML estimation for matrix variate normal and t distributions using the EM algorithm, including some restrictions on the parameters; and classification by linear and quadratic discriminant analysis for matrix variate normal and t distributions described in Thompson et al. (2019) <doi:10.1080/10618600.2019.1696208>. Performs clustering with matrix variate normal and t mixture models.

Last updated 5 months ago

openblascppopenmp

6.19 score 3 stars 3 dependents 29 scripts 551 downloads

catsim - Binary and Categorical Image Similarity Index

Computes a structural similarity metric (after the style of MS-SSIM for images) for binary and categorical 2D and 3D images. Can be based on accuracy (simple matching), Cohen's kappa, Rand index, adjusted Rand index, Jaccard index, Dice index, normalized mutual information, or adjusted mutual information. In addition, has fast computation of Cohen's kappa, the Rand indices, and the two mutual informations. Implements the methods of Thompson and Maitra (2020) <doi:10.48550/arXiv.2004.09073>.

Last updated 5 months ago

binary-databinary-image-classificationbinary-image-processingcategorical-datacategorical-imagesclassificationimage-processingcpp

4.40 score 5 stars 5 scripts 315 downloads