MixMatrix: Classification with Matrix Variate Normal and t Distributions

Provides sampling and density functions for matrix variate normal, t, and inverted t distributions; ML estimation for matrix variate normal and t distributions using the EM algorithm, including some restrictions on the parameters; and classification by linear and quadratic discriminant analysis for matrix variate normal and t distributions described in Thompson et al. (2019) <doi:10.1080/10618600.2019.1696208>. Performs clustering with matrix variate normal and t mixture models.

Package details

AuthorGeoffrey Thompson [aut, cre] (<https://orcid.org/0000-0003-2436-8822>), B. D. Ripley [ctb, cph] (author of original lda and qda functions), W. N. Venables [ctb, cph] (author of original lda and qda functions)
MaintainerGeoffrey Thompson <gzthompson@gmail.com>
LicenseGPL-3
Version0.2.8
URL https://github.com/gzt/MixMatrix/ https://gzt.github.io/MixMatrix/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MixMatrix")

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MixMatrix documentation built on Oct. 1, 2024, 1:07 a.m.