Add measures on the Stiefel manifold

[sethaxen]

Add the following measures from Chikuse, Statistics on Special Manifolds. 2003:

• [x] Hausdorff
• [ ] Matrix Langevin
• [ ] Matrix Bingham
• [x] Matrix angular central Gaussian
• [ ] Matrix generalized Langevin
• [ ] Matrix generalized Scheiddegger-Watson
• [ ] "general Family" (Chikuse, 2003)

[sethaxen]

Matrix Langevin and Bingham are partially implemented; to compute their log densities, we need an implementation of hypergeometric functions with matrix arguments, which should perhaps be its own Julia package. @stla wrote this gist, which might be exactly what we need.

[stla]

Hello @sethaxen

I have a package: https://github.com/stla/HypergeoMat.jl

I didn't register it to JuliaHub.

Also note that I'm not a star in Julia. The package maybe imperfect.

[sethaxen]

Thanks, @stla, that looks really useful. It would be nice to have the package registered. Would you accept several PRs to get it ready for registration? Or alternatively, would you like to keep it at is, and I would develop a new package derived from it for registration?

Also note that I'm not a star in Julia. The package maybe imperfect.

Neither am I, and, is there such a thing as a perfect package?

[stla]

Yes, I would accept PRs. I think the package is good globally, I'm just not sure of my myriad of macros @inbounds, that I put everywhere.