MN: Matrix Normal Distribution

Density computation, random matrix generation and maximum likelihood estimation of the matrix normal distribution. References: Pocuca N., Gallaugher M. P., Clark K. M. & McNicholas P. D. (2019). Assessing and Visualizing Matrix Variate Normality. <doi:10.48550/arXiv.1910.02859> and the relevant wikipedia page.

Package details

AuthorMichail Tsagris [aut, cre], Alzeley Omar [ctb]
MaintainerMichail Tsagris <mtsagris@uoc.gr>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MN")

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MN documentation built on June 22, 2024, 11:07 a.m.