Samples random numbers from the matrix-variate normal distribution

Samples random numbers from the matrix-variate normal distribution

Usage

rmatnorm1(M, V, S)

Arguments

M

a real-valued matrix of the expected values

V

a positive definite symmetric matrix of column-specific covariance

S

a positive definite symmetric matrix of row-specific covariance

Value

a matrix - a draw from the matrix-variate normal distribution

Examples

rmatnorm1(matrix(0, 2, 3), diag(2), diag(3))
#>            [,1]       [,2]       [,3]
#> [1,]  0.6923777  0.4514032 -0.4523040
#> [2,] -0.5496063 -1.7444244  0.0337422