| mvn_chol {bamlss} | R Documentation |
Cholesky MVN
Description
BAMLSS Family for MVN with Cholesky Parameterization
Usage
mvn_chol(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 Cholesky decomposition of the covariance matrix.
Value
a bamlss family.
See Also
[Package bamlss version 1.2-4 Index]