wishart

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Functions for Wishart distributions, including sampling from the inverse Wishart and sampling from the Cholesky factorization of a Wishart.

Code for the paper "Non-parametric clustering over user features and latent behavioral functions with dual-view mixture models"

clustering monte-carlo non-parametric dp-gmm wishart cluster-users

Code for Ren, B. and Barnett, I. (2022), Autoregressive mixture models for clustering time series. J. Time Ser. Anal., 43: 918-937. https://doi.org/10.1111/jtsa.12644 https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12644

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