dmnorm: Compute the Multivariate Gaussian likelihood

In MagmaClustR: Clustering and Prediction using Multi-Task Gaussian Processes with Common Mean

Compute the Multivariate Gaussian likelihood

Description

Modification of the function dmvnorm() from the package mvtnorm, providing an implementation of the Multivariate Gaussian likelihood. This version uses inverse of the covariance function as argument instead of the traditional covariance.

Usage

dmnorm(x, mu, inv_Sigma, log = FALSE)

Arguments

x	A vector, containing values the likelihood is evaluated on.
mu	A vector or matrix, specifying the mean parameter.
inv_Sigma	A matrix, specifying the inverse of covariance parameter.
log	A logical value, indicating whether we return the log-likelihood.

Value

A number, corresponding to the Multivariate Gaussian log-likelihood.

Examples

TRUE

MagmaClustR documentation built on June 29, 2024, 1:06 a.m.