rmtnorm {covsep}

Generate a sample from a Matrix Gaussian distribution

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)