By the invariance property, if x
is an mvn
object,
then under the right conditions, asymptotically, g(x)
is an MVN
distributed,
g(x) ~ normal(g(mean(x)), sigma)
where sigma
is the variance-covariance of g(x)
# S3 method for mvn
rmap(x, g, n = 10000L, ...)
The mvn
object to apply g
to
The function to apply to x
number of samples to take to estimate distribution of g(x)
if
method
is mc
or empirical
. Defaults to 10000.
additional arguments to pass into the g
function.