MN: Matrix Normal Distribution

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.

Version: 1.0
Depends: R (≥ 4.0)
Imports: Rfast
Published: 2024-05-22
DOI: 10.32614/CRAN.package.MN
Author: Michail Tsagris [aut, cre], Alzeley Omar [ctb]
Maintainer: Michail Tsagris <mtsagris at uoc.gr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: MN results

Documentation:

Reference manual: MN.pdf

Downloads:

Package source: MN_1.0.tar.gz
Windows binaries: r-devel: MN_1.0.zip, r-release: MN_1.0.zip, r-oldrel: MN_1.0.zip
macOS binaries: r-release (arm64): MN_1.0.tgz, r-oldrel (arm64): MN_1.0.tgz, r-release (x86_64): MN_1.0.tgz, r-oldrel (x86_64): MN_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=MN to link to this page.