MN

Matrix Normal Distribution

CRAN Package

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. doi:10.48550/arXiv.1910.02859 and the relevant wikipedia page.


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  • Imports1 package
  • Reverse Imports1 package