matrixNormal - The Matrix Normal Distribution
Computes densities, probabilities, and random deviates of the Matrix Normal (Iranmanesh et al. (2010) <doi:10.7508/ijmsi.2010.02.004>). Also includes simple but useful matrix functions. See the vignette for more information.
Last updated 3 years ago
5.32 score 1 stars 5 dependents 28 scripts 667 downloadscondTruncMVN - Conditional Truncated Multivariate Normal Distribution
Computes the density and probability for the conditional truncated multivariate normal (Horrace (2005) p. 4, <doi:10.1016/j.jmva.2004.10.007>). Also draws random samples from this distribution.
Last updated 4 years ago
2.00 score 5 scripts 308 downloads