MVNormDistribution: Generating function for MVNormDistribution-class
Description
Generates an object of class "MVNormDistribution".
Usage
MVNorm(loc=c(0,0), scale = diag(length(loc)))
Value
Object of class "MVNormDistribution"
Arguments
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
, 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.