Matrix Variate Distributions

Provides tools for computing densities and generating random samples from matrix variate distributions, including matrix normal, Wishart, matrix Student-t, matrix Dirichlet and matrix beta distributions. For complete disposition, see Gupta and Nagar (1999) .


Reference manual

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0.1.1 by Kisung You, a year ago

Browse source code at

Authors: Kisung You [aut, cre]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports Rcpp, Rlinsolve, stats, utils, Rdpack

Depends on RcppZiggurat

Linking to Rcpp, RcppArmadillo, RcppGSL

See at CRAN