matdist (version 0.1.1)

mxnorm: Matrix Variate Normal Distribution

Description

Functions dmxnorm and rmxnorm are for evaluating densities and generating random samples from corresponding matrix variate normal distribution.

Usage

dmxnorm(X, M = array(0, c(p, n)), U = diag(nrow(M)), V = diag(ncol(M)),
  log = FALSE)
rmxnorm(n, M, U = diag(nrow(M)), V = diag(ncol(M)))

Arguments

X

a (p-by-n) matrix whose density be computed.

M

a (p-by-n) mean matrix.

U

a (p-by-p) left scale matrix.

V

an (n-by-n) right scale matrix.

log

a logical; TRUE to return log density, FALSE otherwise.

n

the number of samples to be generated.

Examples

# NOT RUN {
## generate 1000 samples from {M,U,V = diag()}
samples1000= rmxnorm(1000, diag(3))

## test for LLN : taking average of 1000 samples
average1000 = apply(samples1000, c(1,2), mean)

## evaluate the density for average matrix
density1000 = dmxnorm(average1000, diag(3))

# }