dist_multivariate_normal {distributional} | R Documentation |
dist_multivariate_normal(mu = 0, sigma = diag(1))
mu |
A list of numeric vectors for the distribution's mean. |
sigma |
A list of matrices for the distribution's variance-covariance matrix. |
mvtnorm::dmvnorm, mvtnorm::qmvnorm
dist <- dist_multivariate_normal(mu = list(c(1,2)), sigma = list(matrix(c(4,2,2,3), ncol=2))) dist mean(dist) variance(dist) support(dist) generate(dist, 10) density(dist, c(2, 1)) density(dist, c(2, 1), log = TRUE) cdf(dist, 4) quantile(dist, 0.7)