ddmvn: The Multivariate Normal Distribution

In EMMIXskew: The EM Algorithm and Skew Mixture Distribution

Description

Density and random generation for Multivariate Normal distributions with mean vector mean, and covariance matrix cov.

Usage

ddmvn(dat,n, p, mean, cov)
rdmvn(    n, p, mean, cov)

Arguments

dat	An n by p numeric matrix, the dataset
n	An integer, the number of observations
p	An integer, the dimension of data
mean	A length of p vector, the mean
cov	A p by p matrix, the covariance

Value

ddmvn gives the density values; rdmvn generates the random numbers

See Also

rdemmix,ddmvt,ddmsn, ddmst,rdmvt,rdmsn, rdmst.

Examples

n <- 100
p <- 2

mean <- rep(0,p)
cov  <- diag(p)

set.seed(3214)

y <-   rdmvn(  n,p,mean,cov)

den <- ddmvn(y,n,p,mean,cov)

EMMIXskew documentation built on May 2, 2019, 11:07 a.m.