MixMatrix-package: Classification with Matrix Variate Normal and t Distributions

MixMatrix-packageR Documentation

Classification with Matrix Variate Normal and t Distributions

Description

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). Performs clustering with matrix variate normal and t mixture models.

Author(s)

Maintainer: Geoffrey Thompson gzthompson@gmail.com (ORCID)

Other contributors:

  • B. D. Ripley ripley@stats.ox.ac.uk (author of original lda and qda functions) [contributor, copyright holder]

  • W. N. Venables (author of original lda and qda functions) [contributor, copyright holder]

See Also

Useful links:


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