Multivariate Normal Model

Intro

Coming soon, for details see (Muschinski et al. 2022).

Muschinski, Thomas, Georg J. Mayr, Thorsten Simon, Nikolaus Umlauf, and Achim Zeileis. 2022. “Cholesky-Based Multivariate Gaussian Regression.” Econometrics and Statistics. https://doi.org/10.1016/j.ecosta.2022.03.001.

Umlauf, Nikolaus, Nadja Klein, Achim Zeileis, and Thorsten Simon. 2024. bamlss: Bayesian Additive Models for Location Scale and Shape (and Beyond). https://CRAN.R-project.org/package=bamlss.