Description Usage Arguments Details Value Author(s) See Also Examples
Creates an object representing a multivariate normal distribution.
1 | mnormal(expectation = c(0,0), P = diag(length(expectation)))
|
expectation |
A vector of length at least 2 specifying the expectation of the distribution. By default, the vector (0,0). |
P |
A matrix of size k\times k, where k is the length of the
expectation vector. |
If μ is the expectation vector and P is the precision matrix, then the probability density function is proportional to
f(x)=\exp(-0.5(x-μ)^tP(x-μ))
A multivariate normal probability distribution.
Petter Mostad <mostad@chalmers.se>
1 2 3 |
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