mvnchol_bamlss {bamlss}

Cholesky MVN

Description

BAMLSS Families for MVN with Cholesky Parameterization

Usage

mvnchol_bamlss(k, type = c("basic", "modified", "chol"), ...)

Arguments

k

integer. The dimension of the multivariate distribution.

type

character. Choose "basic" Cholesky decomposition or "modified" Cholesky decomposition. (For back compatibility "chol" is identical to "basic".)

...

not used.

Details

BAMLSS families that models a multivariate Normal (Gaussian) distribution by (modified) Cholesky decomposition of the covariance matrix.

For examples see TempIbk.

Value

a bamlss family.

See Also

simdata, TempIbk