dmatnorm: Matrix Normal density function

In bdemeshev/vectordf: vectordf-package: functions for distributions with vector degrees of freedom (t, gamma)

Description

Matrix Normal density function

Usage

dmatnorm(X, M = matrix(0), U = diag(nrow(M)), V = diag(ncol(M)))

Arguments

X	matrix-point, argument for density function
M	matrix of expected values (r x s)
U	among-row scale covariance matrix (r x r)
V	among-column scale covariance matrix (s x s)

Details

Matrix Normal density function

Value

scalar, density at the point X

Examples

d <- dmatnorm(X = matrix(1, nrow=3, ncol=2), M = matrix(0, nrow=3, ncol=2))
d

bdemeshev/vectordf documentation built on May 12, 2019, 9:40 a.m.