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matdist (version 0.1.1)

Matrix Variate Distributions

Description

Provides tools for computing densities and generating random samples from matrix variate distributions, including matrix normal, Wishart, matrix Student-t, matrix Dirichlet and matrix beta distributions. For complete disposition, see Gupta and Nagar (1999) .

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Install

install.packages('matdist')

Monthly Downloads

4

Version

0.1.1

License

GPL (>= 3)

Maintainer

Kisung You

Last Published

December 7th, 2017

Functions in matdist (0.1.1)

mxWishart

Wishart Distribution
mxt

Matrix Variate t-Distribution
mxbeta

Matrix Variate Beta Distributions.
matdist

Matrix Variate Distributions
mxDir

Matrix Variate Dirichlet Distributions
mxnorm

Matrix Variate Normal Distribution