dmvnorm0: The density of the multivariate normal distribution

In ADtools: Automatic Differentiation Toolbox

Description

The density of the multivariate normal distribution

Usage

dmvnorm0(x, mean, sigma, log = FALSE)

Arguments

x	vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.
mean	numeric vector; the mean vector.
sigma	numeric matrix; the covariance matrix.
log	logical; if TRUE, returns the log value.

Examples

n <- 10
d <- 2
sigma <- crossprod(randn(d, d))
x <- rmvnorm0(n, mean = numeric(d), sigma = sigma)
dmvnorm0(x, mean = numeric(d), sigma = sigma)

ADtools documentation built on Nov. 9, 2020, 5:09 p.m.