Matrix Normal Distribution

Density computation, random matrix generation, maximum likelihood estimation, and regression for the matrix normal distribution. References: Pocuca N., Gallaugher M. P., Clark K. M. & McNicholas P. D. (2019). Assessing and Visualizing Matrix Variate Normality. and the relevant wikipedia page.


Reference manual

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install.packages("MN")

1.2 by Michail Tsagris, a month ago


Browse source code at https://github.com/cran/MN


Authors: Michail Tsagris [aut, cre] , Alzeley Omar [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports rangen, Rfast


Imported by MLE.


See at CRAN