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covreg (version 1.0)

rmn: Sample from matrix normal distribution

Description

Generate a random sample from the matrix normal distribution

Usage

rmn(M = 0, Srow, Scol)

Arguments

M
a matrix, mean of the matrix normal distribution.
Srow
a positive definite matrix, row covariance matrix of the matrix normal distribution.
Scol
a positive definite matrix, column covariance matrix of the matrix normal distribution

Value

Return a matrix that comes from a matrix normal distribution with mean M, row covariance Srow, and column covariance Scol.