ManifoldOptim: An R Interface to the ROPTLIB Library for Riemannian Manifold Optimization
Manifold optimization appears in a wide variety of computational problems in the applied sciences. In recent statistical methodologies such as sufficient dimension reduction and regression envelopes, estimation relies on the optimization of likelihood functions over spaces of matrices such as the St...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Foundation for Open Access Statistics
2020-04-01
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Series: | Journal of Statistical Software |
Subjects: | |
Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3029 |