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After noticing inconsistency with the results provided by other packages, I spotted a little bug in dmatrixnorm, function to evaluate the density of a matrix normal. The error comes from a misplaced parenthesis in one of the lines of the function. Specifically, the line
Hi and thanks for keeping up the package!
After noticing inconsistency with the results provided by other packages, I spotted a little bug in dmatrixnorm, function to evaluate the density of a matrix normal. The error comes from a misplaced parenthesis in one of the lines of the function. Specifically, the line
dens <- -0.5 * tr(as.inverse(V) %*% t(ss) %*% as.inverse(U) %*% ss) - (log(2 * pi) * (n * k/2) - logdet(V) * (n/2) - logdet(U) * (k/2))
should be corrected as:
dens <- -0.5 * tr(as.inverse(V) %*% t(ss) %*% as.inverse(U) %*% ss) - log(2 * pi) * (n * k/2) - logdet(V) * (n/2) - logdet(U) * (k/2)
I hope this helps.
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