Description Usage Arguments Value Author(s) Examples

Density of a (conditional) multivariate normal variate

1 |

`x` |
vector of observations |

`mean` |
vector of means |

`V` |
covariance matrix |

`keep` |
vector of integers: observations for which density is required |

`cond` |
vector of integers: observations to condition on |

`log` |
if TRUE, density p is given as log(p) |

numeric

Jarrod Hadfield [email protected]

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | ```
V1<-cbind(c(1,0.5), c(0.5,1))
dcmvnorm(c(0,2), c(0,0), V=V1, keep=1, cond=2)
# density of x[1]=0 conditional on x[2]=2 given
# x ~ MVN(c(0,0), V1)
dcmvnorm(c(0,2), c(0,0), V=V1, keep=1, cond=NULL)
# density of x[1]=0 marginal to x[2]
dnorm(0,0,1)
# same as univariate density
V2<-diag(2)
dcmvnorm(c(0,2), c(0,0), V=V2, keep=1, cond=2)
# density of x[1]=0 conditional on x[2]=2 given
# x ~ MVN(c(0,0), V2)
dnorm(0,0,1)
# same as univariate density because V2 is diagonal
``` |

```
Loading required package: Matrix
Loading required package: coda
Loading required package: ape
[1] 0.2365101
[1] 0.3989423
[1] 0.3989423
[1] 0.3989423
[1] 0.3989423
```

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