rmnorm: Matrix normal distribution

Description Usage Arguments Details Value

View source: R/rmnorm.R

Description

Simulate random matrix normal variates.

Usage

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rmnorm(n, ...)

rmnorm1(M, Omega = diag(1, ncol(M), ncol(M)), Sigma = diag(1, nrow(M),
  nrow(M)))

Arguments

M

Mean matrix.

Omega

Covariance matrix for the columns.

Sigma

Covariance matrix for the rows.

n

Number of random matrices to generate.

...

Arguments to be passed to rmnorm1.

Details

rmnorm generates a list of n matrices, whereas rmnorm1 generates one matrix.

Value

Random matrix or a list of i.i.d. random matrices.


rmv documentation built on May 31, 2017, 5:05 a.m.

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