MVNormDistribution {distrEllipse} | R Documentation |
Generating function for MVNormDistribution-class
Description
Generates an object of class "MVNormDistribution"
.
Usage
MVNorm(loc=c(0,0), scale = diag(length(loc)))
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 .
|
Value
Object of class "MVNormDistribution"
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
MVNormDistribution-class
Examples
E0 <- MVNorm()
plot(E0)
E1 <- diag(1,2)%*%E0+c(1,2)
plot(E1)
E(E1)
var(E1)
[Package
distrEllipse version 2.8.0
Index]