mvn_modchol: Modified Cholesky MVN
In bamlss: Bayesian Additive Models for Location, Scale, and Shape (and Beyond)
mvn_modchol R Documentation
Modified Cholesky MVN
Description
BAMLSS Family for MVN with Modified Cholesky Parameterization
Usage
mvn_modchol(k = 2L, ...)
Arguments
k
integer. The dimension of the multivariate distribution.
...
not used.
Details
This is a prototype implementation of a BAMLSS family that models
a multivariate Normal (Gaussian) distribution by a modified Cholesky
decomposition of the covariance matrix.
Value
a bamlss family.
See Also
mvnchol_bamlss
bamlss documentation built on March 19, 2024, 3:08 a.m.
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| mvn_modchol | R Documentation |
Modified Cholesky MVN
Description
BAMLSS Family for MVN with Modified Cholesky Parameterization
Usage
mvn_modchol(k = 2L, ...)
Arguments
k |
integer. The dimension of the multivariate distribution. |
... |
not used. |
Details
This is a prototype implementation of a BAMLSS family that models a multivariate Normal (Gaussian) distribution by a modified Cholesky decomposition of the covariance matrix.
Value
a bamlss family.
See Also
mvnchol_bamlss
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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