MN-package {MN}R Documentation

Matrix Normal Distribution

Description

Density computation, random matrix generation and maximum likelihood estimation of the matrix normal distribution. For references see: Pocuca N., Gallaugher M. P., Clark K. M. & McNicholas P. D. (2019). Assessing and Visualizing Matrix Variate Normality. arXiv:1910.02859 and the relevant wikipedia page.

Details

Package: MN
Type: Package
Version: 1.0
Date: 2024-05-21

Maintainers

Michail Tsagris <mtsagris@uoc.gr>.

Author(s)

Michail Tsagris mtsagris@uoc.gr and Omar Alzeley oazeley@uqu.edu.sa

References

Pocuca, N., Gallaugher, M. P., Clark, K. M., & McNicholas, P. D. (2019). Assessing and Visualizing Matrix Variate Normality. arXiv:1910.02859.


[Package MN version 1.0 Index]