R/dpkbd.R

In Directional: A Collection of Functions for Directional Data Analysis

dpkbd <- function(y, mu, rho, logden = FALSE) {

  y <- as.matrix(y)
  if ( dim(y)[2] == 1 )  y <- t(y)
  d <- dim(y)[2]

  a <- as.vector(y %*% mu)
  den <- log( 1 - rho^2 ) - 0.5 * d * log1p( rho^2 - 2 * rho * a ) + lgamma(0.5 * d) - 0.5 * d * log(2 * pi)
  if ( !logden )  den <- exp(den)
  den

}