rmn {covreg} | R Documentation |
Generate a random sample from the matrix normal distribution
rmn(M = 0, Srow, Scol)
M |
a matrix, mean of the matrix normal distribution. |
Srow |
a positive definite matrix, row covariance matrix of the matrix normal distribution. |
Scol |
a positive definite matrix, column covariance matrix of the matrix normal distribution |
Return a matrix that comes from a matrix normal distribution with mean M, row covariance Srow, and column covariance Scol.
Xiaoyue Niu and Peter Hoff