Cholesky MVN — mvnchol_bamlss • bamlss

BAMLSS Families for MVN with Cholesky Parameterization

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.

Value

a bamlss family.

Details

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

For examples see TempIbk.

See also

simdata, TempIbk