dist_multivariate_normal: The multivariate normal distribution

In distributional: Vectorised Probability Distributions

The multivariate normal distribution

Description

Usage

dist_multivariate_normal(mu = 0, sigma = diag(1))

Arguments

mu	A list of numeric vectors for the distribution's mean.
sigma	A list of matrices for the distribution's variance-covariance matrix.

See Also

mvtnorm::dmvnorm, mvtnorm::qmvnorm

Examples

dist <- dist_multivariate_normal(mu = list(c(1,2)), sigma = list(matrix(c(4,2,2,3), ncol=2)))
dimnames(dist) <- c("x", "y")
dist


mean(dist)
variance(dist)
support(dist)
generate(dist, 10)

density(dist, cbind(2, 1))
density(dist, cbind(2, 1), log = TRUE)

cdf(dist, 4)

quantile(dist, 0.7)
quantile(dist, 0.7, type = "marginal")

distributional documentation built on Sept. 17, 2024, 9:11 a.m.