This function constructs an object representing a normal distribution.
If the length of the mean vector <code>mu</code> is 1, it creates a univariate
normal distribution. Otherwise, it creates a multivariate normal distribution.

Provides an algebra over probability distributions enabling
composition, sampling, and automatic simplification to closed forms.
Supports normal, exponential, multivariate normal, and empirical
distributions with operations like addition and subtraction that
automatically simplify when mathematical identities apply (e.g., the
sum of independent normal distributions is normal). Uses S3 classes for
distributions and R6 for support objects.

Alexander Towell

algebraic.dist

Algebra over Probability Distributions

mvn function

<dl><dt>mu</dt>
<dd>A numeric vector specifying the means of the distribution.
If <code>mu</code> has length 1, a univariate normal distribution is created.
If <code>mu</code> has length &gt; 1, a multivariate normal distribution is created.</dd>
<dt>sigma</dt>
<dd>A numeric matrix specifying the variance-covariance matrix of the
distribution. It must be a square matrix with the same number of
rows and columns as the length of <code>mu</code>. Default is the identity
matrix of size equal to the length of <code>mu</code>.</dd></dl>

Arguments

Construct a multivariate or univariate normal distribution object. — mvn

<dl>

<dt>mu</dt>
<dd>A numeric vector specifying the means of the distribution.
If <code>mu</code> has length 1, a univariate normal distribution is created.
If <code>mu</code> has length &gt; 1, a multivariate normal distribution is created.</dd>


<dt>sigma</dt>
<dd>A numeric matrix specifying the variance-covariance matrix of the
distribution. It must be a square matrix with the same number of
rows and columns as the length of <code>mu</code>. Default is the identity
matrix of size equal to the length of <code>mu</code>.</dd>

</dl>

mvn: Construct a multivariate or univariate normal distribution object.

Description

Usage

Value

Arguments