MN

MaRDI QIDQ7371915CRANFDO

Authors Michail Tsagris

Last update 3 September 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.0, 1.1, PACKAGES.rds, 1.2

Description

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.

Cited in

(1)

• MLE

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