Sample from matrix normal distribution

Description

Generate a random sample from the matrix normal distribution

Usage

1
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


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.