This was indeed very helpful - thanks a lot ! :-))
On 4 February 2012 14:56, Ranjan Maitra mai...@iastate.edu wrote:
I think this should be easy to write a function doing this.
Assume that Y is matrix normal with mean matrix mu and row and column
dispersion matrices Sigma and Gamma,
I think this should be easy to write a function doing this.
Assume that Y is matrix normal with mean matrix mu and row and column
dispersion matrices Sigma and Gamma, respectively.
Isn't Y = AZB + mu, where Z is a matrix of independent N(0, 1)'s, A is
the square root matrix of Sigma (the
Hello everyone
Is there a function/command to simulate from matrix variate normal
distribution in R.
A follow up question would be is there a function/command to obtain the
density, distribution and quantile function of matrix variate normal
distribution in R.
Wikipedia has a good description
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