mvn_modchol {bamlss}

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