Multivariate.Normal.Distribution: Create a Multivariate Normal Distribution Object

In tfojo1/distributions:

Create a Multivariate Normal Distribution Object

Description

Create a Multivariate Normal Distribution Object

Usage

Multivariate.Normal.Distribution(
  mu = rep(0, nrow(sigma)),
  sigma = diag(rep(1, length(mu))),
  lower = -Inf,
  upper = Inf,
  var.names = NULL
)

Arguments

mu, sigma	The mean vector and covariance matrix of the distribution
lower, upper	The upper and lower bounds for each variable, if bounded. If only one value is given, assumed to apply to all variables in the distribution
var.names	The names of the variables in the distribution. If NULL, uses the names of mu, the row names of sigma, or the column names of sigma, in that order

See Also

Other Distribution Constructors: Autoregressive.Multivariate.Normal.Distribution(), Bernoulli.Distribution(), Beta.Distribution(), Binomial.Distribution(), Canonical.Mixture.Distribution(), Compound.Symmetry.Multivariate.Normal.Distribution(), Constant.Distribution(), Discrete.Set.Distribution(), Empiric.Distribution(), Logitnormal.Distribution(), Logitnormal.Mixture(), Logituniform.Distribution(), Lognormal.Distribution(), Lognormal.Mixture(), Loguniform.Distribution(), Multivariate.Correlated.Uniform.Distribution(), Multivariate.Logitnormal.Distribution(), Multivariate.Lognormal.Distribution(), Normal.Distribution(), Normal.Mixture(), Smoothed.Empiric.Distribution(), Transformed.Multivariate.Normal.Distribution(), Transformed.Normal.Distribution(), Transformed.Normal.Mixture(), Uniform.Distribution(), Univariate.Canonical.Distribution(), join.distributions()

tfojo1/distributions documentation built on July 27, 2024, 3:29 p.m.