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MN (version 1.0)

Matrix Normal Distribution

Description

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

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Version

Install

install.packages('MN')

Monthly Downloads

141

Version

1.0

License

GPL (>= 2)

Maintainer

Michail Tsagris

Last Published

May 22nd, 2024

Functions in MN (1.0)

Density of the matrix normal distribution

Density of the matrix normal distribution
Kolmogorov-Smirnov test for matrix normality

Kolmogorov-Smirnov test for matrix normality
MN-package

Matrix Normal Distribution
Maximum likelihood estimation of the the matrix normal distribution

Maximum likelihood estimation of the the matrix normal distribution
Distance-Distance Plot

Distance-Distance Plot
Random matrices simulation from the matrix normal distribution

Random matrices simulation from the matrix normal distribution