rmtnorm: Generate a sample from a Matrix Gaussian distribution

In stavakol/covsep: Tests for Determining if the Covariance Structure of 2-Dimensional Data is Separable

Description

Generate a sample from a Matrix Gaussian distribution

Usage

rmtnorm(N, C1, C2, M = matrix(0, nrow(C1), nrow(C2)))

Arguments

N	sample size
C1	row covariance
C2	column covariance
M	mean matrix

Value

A N x dim(C1)[1] x dim(C2)[1] array containing the generated data

Examples

Data = rmtnorm(30, C1, C2)

stavakol/covsep documentation built on May 30, 2019, 10:43 a.m.