dmvn: Multivariate Normal Density

In Boom: Bayesian Object Oriented Modeling

Multivariate Normal Density

Description

Evaluate the multivariate normal density.

Usage

dmvn(y, mu, sigma, siginv = NULL, ldsi = NULL, logscale = FALSE)

Arguments

y	A numeric vector or matrix containing the data whose density is desired.
mu	The mean of the distribution. A vector.
sigma	The variance matrix of the distribution. A matrix.
siginv	The inverse of sigma, or NULL. If siginv is non-NULL then sigma will not be used.
ldsi	The log determinant of siginv or NULL.
logscale	Logical. If TRUE then the density is returned on the log scale. Otherwise the density is returned on the density scale.

Value

A vector containing the density of each row of y.

Author(s)

Steven L. Scott [e-mail]

Boom documentation built on May 29, 2024, 5:08 a.m.