Matrix Normal Distribution
Overview
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. doi:10.48550/arXiv.1910.02859 and the relevant wikipedia page.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 9includes a package overview page
- Examples that run
- 100%8 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- Help pages citing references
- 100%
Downloads
Dependencies
Installing MN adds 6 packages (6 with compiled code, 3.9 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, RcppParallel 744 KB.
Code & Tests
People & History
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- 1.2Latest
- RR 4.6.0 released · 2026-04-24
- 1.12026-03-27 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 1.02024-05-22
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2024-05-22
- Total releases
- 3 / 2 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 4.0
- Download size
- 7.2 KB
Cite
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