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.
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.
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
.
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.