MatrixVariate.jl

A complete statistical framework for analyzing matrix variate data.

Installation

To download the package simply run the following in the pkg mode within the REPL.

add https://github.com/nikpocuca/MatrixVariate.jl

Includes the following:

MatrixNormTest

A framework for assessing matrix variate normality.

Bilinear Factor Analyzers

A mixture of Factor Analyzers for matrices. arXiv paper.

Mean of each group (5 and 7) for MNIST results.

Skewed Family of Bilinear Factor Analyzers

A mixture of Factor Analyzers for matrices with a family of four skewed matrix variate distributions. arXiv paper

• Matrix Variate Skewed-t Distribution
• Matrix Variate Variance Gamma
• Matrix Variate Normal Inverse Gaussian
• Matrix Variate Generalized Hyperbolic

Citing MatrixVariate.jl

To cite MatrixVariate.jl, please reference the bibtex below:

@Manual{pocuca19,
 	title = {MatrixVariate.jl: A complete statistical framework for analyzing matrix variate data},
  	author = {Nikola Po\v{c}u\v{c}a and Michael P. B. Gallaugher and Paul D. McNicholas},
  	year = {2019},
  	note = {{J}ulia package version 0.2.0},
	URL={http://github.com/nikpocuca/MatrixVariate.jl}
}