MixMatrix: Classification with Matrix Variate Normal and t Distributions

Description

Description

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). Performs clustering with matrix variate normal and t mixture models.


gzt/MixMatrix documentation built on Nov. 18, 2021, 11:02 a.m.