dist_mvnchol: Cholesky MVN (disttree)
In bamlss: Bayesian Additive Models for Location, Scale, and Shape (and Beyond)
dist_mvnchol R Documentation
Cholesky MVN (disttree)
Description
disttree Families for MVN with Cholesky Parameterization
Usage
dist_mvnchol(k, r = k - 1L, type = c("basic", "modified", "chol"), ...)
Arguments
k
integer. The dimension of the multivariate distribution.
r
Integer, the number of off-diagonals to model (AD-r covariance).
type
character. Choose "basic" Cholesky decomposition or "modified"
Cholesky decomposition. (For back compatibility "chol" is identical to "basic".)
...
not used.
Details
NOTE: These functions are under development!!
disttree families that models a multivariate Normal (Gaussian)
distribution by (modified) Cholesky decomposition of the covariance
matrix.
Value
a bamlss family.
bamlss documentation built on March 19, 2024, 3:08 a.m.
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| dist_mvnchol | R Documentation |
Cholesky MVN (disttree)
Description
disttree Families for MVN with Cholesky Parameterization
Usage
dist_mvnchol(k, r = k - 1L, type = c("basic", "modified", "chol"), ...)
Arguments
k |
integer. The dimension of the multivariate distribution. |
r |
Integer, the number of off-diagonals to model (AD-r covariance). |
type |
character. Choose |
... |
not used. |
Details
NOTE: These functions are under development!! disttree families that models a multivariate Normal (Gaussian) distribution by (modified) Cholesky decomposition of the covariance matrix.
Value
a bamlss family.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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