matdist: Matrix Variate Distributions

Provides tools for computing densities and generating random samples from matrix variate distributions, including matrix normal, Wishart, matrix Student-t, matrix Dirichlet and matrix beta distributions. For complete disposition, see Gupta and Nagar (1999) <ISBN:978-1584880462>.

Getting started

Package details

AuthorKisung You [aut, cre] (0000-0002-8584-459X)
MaintainerKisung You <[email protected]>
LicenseGPL (>= 3)
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("matdist")

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matdist documentation built on Dec. 8, 2017, 1:05 a.m.