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) .


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install.packages("matdist")

0.1.1 by Kisung You, 6 days ago


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


Authors: Kisung You [aut, cre] (0000-0002-8584-459X)


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp, Rlinsolve, stats, utils, Rdpack

Depends on RcppZiggurat

Linking to Rcpp, RcppArmadillo, RcppGSL


See at CRAN