Re: [R] Simulating from matrix variate normal distribution

2012-02-05 Thread Shantanu MULLICK
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,

Re: [R] Simulating from matrix variate normal distribution

2012-02-04 Thread Ranjan Maitra
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

[R] Simulating from matrix variate normal distribution

2012-02-03 Thread Shantanu MULLICK
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