Classification with Matrix Variate Normal and t Distributions

Provides sampling and density functions for matrix variate normal, t, and inverted t distributions; ML estimation for matrix variate normal and t distributions using the EM algorithm, including some restrictions on the parameters; and classification by linear and quadratic discriminant analysis for matrix variate normal and t distributions described in Thompson et al. (2019) . Performs clustering with matrix variate normal and t mixture models.


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install.packages("MixMatrix")

0.2.2 by Geoffrey Thompson, 3 months ago


http://github.com/gzt/MixMatrix/, https://gzt.github.io/MixMatrix/


Report a bug at http://github.com/gzt/MixMatrix/issues


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


Authors: Geoffrey Thompson [aut, cre] , B. D. Ripley author of original lda and qda functions [ctb, cph] , W. N. Venables author of original lda and qda functions [ctb, cph]


Documentation:   PDF Manual  


GPL-3 license


Imports stats, CholWishart, Rcpp

Suggests knitr, rmarkdown, testthat, covr, ggplot2, dplyr, magrittr, spelling

Linking to Rcpp, RcppArmadillo


See at CRAN