rmn: Sample from matrix normal distribution

In covreg: A simultaneous regression model for the mean and covariance

Description

Generate a random sample from the matrix normal distribution

Usage

rmn(M = 0, Srow, Scol)

Arguments

M	a matrix, mean of the matrix normal distribution.
Srow	a positive definite matrix, row covariance matrix of the matrix normal distribution.
Scol	a positive definite matrix, column covariance matrix of the matrix normal distribution

Value

Return a matrix that comes from a matrix normal distribution with mean M, row covariance Srow, and column covariance Scol.

Author(s)

Xiaoyue Niu and Peter Hoff

covreg documentation built on May 2, 2019, 3:41 a.m.