MixMatrix: Classification with Matrix Variate Normal and t Distributions
Geoffrey Z. Thompson · 2019
Provides sampling and density functions for matrix variate normal, t, and inverted t distributions; ML estimation for matrix variate normal and t distributions using the EM algorithm, including some restrictions on the parameters; and classification by linear and quadratic discriminant analysis for matrix variate normal and t distributions described in Thompson et al. (2019) . Performs clustering with matrix variate normal and t mixture models.