EllipticalDistribution: Generating function for EllipticalDistribution-class
Description
Generates an object of class "EllipticalDistribution".
Usage
EllipticalDistribution(radDistr = sqrt(Chisq(df = length(loc))),
loc = c(0,0), scale = diag(length(loc)), p = NULL, q = NULL)
Value
Object of class "EllipticalDistribution"
Arguments
radDistr
an object of class UnivariateDistribution with positive
support, i.e. p(radDistr)(0)==0; the radial distribution.
loc
real number: location / center of the elliptical distribution.
scale
a square matrix (with nrow(scale)==ncol(scale)==length(loc))
of full rank: the / a scale matrix of the elliptical distribution
--- unique only upto scale%*%t(scale), i.e. if A1 and
A2 are two square matrices of full rank such that
A1%*%t(A1)==A2%*%t(A2),
then we obtain the same elliptical distribution
for scale = A1 and for scale = A2.
p
optional: p-slot of the corresponding distribution;
q
optional: q-slot of the corresponding distribution;