MixMatrix

Classification with Matrix Variate Normal and t Distributions

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) <doi:10.1080/10618600.2019.1696208>. Performs clustering with matrix variate normal and t mixture models.

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