EllipticalDistribution {distrEllipse} | R Documentation |
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)
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;
|
Value
Object of class "EllipticalDistribution"
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
See Also
EllipticalDistribution-class
Examples
E0 <- EllipticalDistribution()
plot(E0)
E1 <- diag(1,2)%*%E0+c(1,2)
plot(E1)
E(E1)
var(E1)
[Package
distrEllipse version 2.8.0
Index]