Description Usage Arguments Details See Also Examples
View source: R/distributions.R
Gaussian distribution objects
1 2 3 4 |
mean |
The mean of the distribution as a numeric vector; implicitly specifies the dimension. |
sigma |
The covariance of the distribution. |
rho |
The marginal correlations between parameters. |
make.gaussian
returns a distribution object representing
a multivariate normal distribution. If sigma
is specified,
that is taken to be its covariance. Otherwise, if rho
is
specified, the covariance is taken to be a matrix with ones on
the diagonal and rho
on the off-diagonal elements. To
preserve positive definiteness, rho
must be between
-1/(length(mean)-1)
and 1.
N2weakcor.dist
, N4poscor.dist
, and N4negcor.dist
are predefined distributions generated with make.gaussian
.
They are intended to be used as test cases with
compare.samplers
. The examples below show how they
are defined. N2weakcor.dist
is a weakly positively
correlated two-dimensional Gaussian. N4poscor.dist
is a
highly positively correlated four-dimensional Gaussian.
N4negcor.dist
is a highly negatively correlated four-dimensional
Gaussian. N4poscor.dist
and N4negcor.dist
are
similarly conditioned, but N4poscor.dist
has one large
eigenvalue and three small ones, while N4negcor.dist
has
one small eigenvalue and three large ones.
1 2 3 | N2weakcor.dist <- make.gaussian(c(0,0), rho=0.8)
N4poscor.dist <- make.gaussian(c(1,2,3,4), rho=0.999)
N4negcor.dist <- make.gaussian(c(1,2,3,4), rho=-0.3329)
|
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