Create a Multivariate Normal CGF Object

Creates a CGF for a \(d\)-dimensional Normal distribution with mean mu(theta) and covariance sigma(theta).

Replication:

• iidReps refers to i.i.d. replication of the \(d\)-vector observation.

• If iidReps="any" (default), length(tvec) must be a multiple of \(d\).

• If iidReps=m (integer), length(tvec) must equal \(d*m\).

Usage

MultivariateNormalModelCGF(mu, sigma, iidReps = "any", ...)

MultivariateGaussianModelCGF(mu, sigma, iidReps = "any", ...)

Arguments

mu

Function/adaptor mapping theta to a numeric vector of length \(d\).

sigma

Function/adaptor mapping theta to a \(d\times d\) covariance matrix.

iidReps

Either "any" or a positive integer.

...

Passed through to CGF creation.

Value

A CGF object.