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.
Michail Tsagris mtsagris@uoc.gr and Omar Alzeley oazeley@uqu.edu.sa
Michail Tsagris <mtsagris@uoc.gr>.
| Package: | MN |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2024-05-21 |
Pocuca, N., Gallaugher, M. P., Clark, K. M., & McNicholas, P. D. (2019). Assessing and Visualizing Matrix Variate Normality. arXiv:1910.02859.