mvn_chol: Cholesky MVN

View source: R/mvnchol.R

mvn_cholR Documentation

Cholesky MVN

Description

BAMLSS Family for MVN with Cholesky Parameterization

Usage

mvn_chol(k = 2L, ...)

Arguments

k

integer. The dimension of the multivariate distribution.

...

not used.

Details

This is a prototype implementation of a BAMLSS family that models a multivariate Normal (Gaussian) distribution by a Cholesky decomposition of the covariance matrix.

Value

a bamlss family.

See Also

mvnchol_bamlss


bamlss documentation built on Oct. 11, 2024, 5:07 p.m.