multivariateNormal: Multivariate Normal
In rockclimber112358/MCLE: Package to robustly fit distributions

Functions defining the multivariate normal distribution. These should be used to construct a distribution class as defined in this package.

devMN(x, params)

gradDevMN(x, params)

paramVec2ListMN(paramVec)

paramList2VecMN(paramList)

`x`	A matrix of observations with one row per observation.
`params`	A vector, typically as created by paramList2Vec called on a list object with two elements: xi (a numeric vector) and Omega (a matrix).
`paramVec`	A vector of the parameters of the multivariate distribution.
`paramList`	A list with two elements: xi (a numeric vector) and Omega (a numeric matrix).

The deviance function returns the deviance of all the observations with the given parameters. The gradDev function computes the gradient of this deviance. The other two functions are useful for converting parameter vectors to lists and vice versa, and thus they return the list or vector.

rockclimber112358/MCLE documentation built on May 27, 2019, 12:15 p.m.