algebraic.dist (version 0.9.1)

mvn: Construct a multivariate or univariate normal distribution object.

Description

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

Usage

mvn(mu, sigma = diag(length(mu)))

Value

If mu has length 1, it returns a normal object. If mu has length > 1, it returns an mvn object. Both types of objects contain mu

and sigma as their properties.

Arguments

mu

A numeric vector specifying the means of the distribution. If mu has length 1, a univariate normal distribution is created. If mu has length > 1, a multivariate normal distribution is created.

sigma

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 mu. Default is the identity matrix of size equal to the length of mu.

Examples

# Bivariate normal with identity covariance
X <- mvn(mu = c(0, 0))
mean(X)
vcov(X)

# 1D case returns a normal object
is_normal(mvn(mu = 1, sigma = matrix(4)))