gzt/MixMatrix: Classification with Matrix Variate Normal and t Distributions

Provides sampling and density functions for matrix variate normal, t, and inverted t distributions; ML estimation for matrix variate normal and t distributions using the EM algorithm, including some restrictions on the parameters; and classification by linear and quadratic discriminant analysis for matrix variate normal and t distributions described in Thompson et al. (2019) <doi:10.1080/10618600.2019.1696208>. Performs clustering with matrix variate normal and t mixture models.

Getting started

Package details

URL http://github.com/gzt/MixMatrix/ https://gzt.github.io/MixMatrix/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
gzt/MixMatrix documentation built on April 10, 2020, 5:53 p.m.