rmatnorm: Generate Matrix Normal distribution

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

Description

Generate Matrix Normal distribution

Usage

rmatnorm(n = 1, M = matrix(0), U = diag(nrow(M)), V = diag(ncol(M)))

Arguments

n	number of draws from matrix normal distribution
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

Generate Matrix Normal distribution using Wikipedia notations. Default is just scalar N(0,1).

Value

array of generated matrix normal (n x r x s)

Examples

X <- rmatnorm(n = 5, M = matrix(0, nrow=3, ncol=2))
X

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