Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Sean Martin, Andrew M. Raim, Wen Huang, Kofi P. Adragni
Title: ManifoldOptim: An R Interface to the ROPTLIB Library for Riemannian Manifold Optimization
Abstract: 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 Stiefel or Grassmann manifolds. Recently, Huang, Absil, Gallivan, and Hand (2016) have introduced the library ROPTLIB, which provides a framework and state of the art algorithms to optimize real-valued objective functions over commonly used matrix-valued Riemannian manifolds. This article presents ManifoldOptim, an R package that wraps the C++ library ROPTLIB. ManifoldOptim enables users to access functionality in ROPTLIB through R so that optimization problems can easily be constructed, solved, and integrated into larger R codes. Computationally intensive problems can be programmed with Rcpp and RcppArmadillo, and otherwise accessed through R. We illustrate the practical use of ManifoldOptim through several motivating examples involving dimension reduction and envelope methods in regression.

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Paper: ManifoldOptim: An R Interface to the ROPTLIB Library for Riemannian Manifold Optimization     Download PDF (Downloads: 1169)
ManifoldOptim_1.0.0.tar.gz: R source package Download (Downloads: 72; 230KB) Replication materials Download (Downloads: 49; 18KB)

DOI: 10.18637/jss.v093.i01

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.