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matrixNormal (version 0.1.1)

The Matrix Normal Distribution

Description

Computes densities, probabilities, and random deviates of the Matrix Normal (Pocuca et al. (2019) ). Also includes simple but useful matrix functions. See the vignette for more information.

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Version

Install

install.packages('matrixNormal')

Monthly Downloads

448

Version

0.1.1

License

GPL-3

Maintainer

Paul M. Hargarten

Last Published

September 16th, 2022

Functions in matrixNormal (0.1.1)

is.symmetric.matrix

Is a matrix symmetric or positive-definite?
vech

Half-Vectorization of a matrix
tr

Matrix Trace
special.matrix

Generating Special Matrices
matrixNormal_Distribution

The Matrix Normal Distribution
vec

Stacks a Matrix using matrix operator "vec"