mvn_chol.RdBAMLSS Family for MVN with Cholesky Parameterization
mvn_chol(k = 2L, ...)integer. The dimension of the multivariate distribution.
not used.
a bamlss family.
This is a prototype implementation of a BAMLSS family that models a multivariate Normal (Gaussian) distribution by a Cholesky decomposition of the covariance matrix.