mmvsnpdfC: C++ implementation of multivariate skew Normal probability... In NPflow: Bayesian Nonparametrics for Automatic Gating of Flow-Cytometry Data

 mmvsnpdfC R Documentation

C++ implementation of multivariate skew Normal probability density function for multiple inputs

Description

C++ implementation of multivariate skew Normal probability density function for multiple inputs

Usage

``````mmvsnpdfC(x, xi, psi, sigma, Log = TRUE)
``````

Arguments

 `x` data matrix of dimension `p x n`, `p` being the dimension of the data and n the number of data points. `xi` mean vectors matrix of dimension `p x K`, `K` being the number of distributions for which the density probability has to be evaluated. `psi` skew parameter vectors matrix of dimension `p x K`. `sigma` list of length K of variance-covariance matrices, each of dimensions `p x p`. `Log` logical flag for returning the log of the probability density function. Default is `TRUE`.

Value

matrix of densities of dimension `K x n`.

Boris Hejblum

Examples

``````mmvsnpdfC(x=matrix(rep(1.96,2), nrow=2, ncol=1),
xi=matrix(c(0, 0)), psi=matrix(c(1, 1),ncol=1), sigma=list(diag(2)), Log=FALSE
)
mmvsnpdfC(x=matrix(rep(1.96,2), nrow=2, ncol=1),
xi=matrix(c(0, 0)), psi=matrix(c(1, 1),ncol=1), sigma=list(diag(2))
)

if(require(microbenchmark)){
library(microbenchmark)
microbenchmark(mvsnpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1), xi=c(0, 0), psi=c(1, 1),
sigma=diag(2), Log=FALSE),
mmvsnpdfC(x=matrix(rep(1.96,2), nrow=2, ncol=1), xi=matrix(c(0, 0)),
psi=matrix(c(1, 1),ncol=1), sigma=list(diag(2)), Log=FALSE),
times=1000L
)
microbenchmark(mvsnpdf(x=matrix(c(rep(1.96,2),rep(0,2)), nrow=2, ncol=2),
xi=list(c(0,0),c(-1,-1), c(1.5,1.5)),
psi=list(c(0.1,0.1),c(-0.1,-1), c(0.5,-1.5)),
sigma=list(diag(2),10*diag(2), 20*diag(2)), Log=FALSE),
mmvsnpdfC(matrix(c(rep(1.96,2),rep(0,2)), nrow=2, ncol=2),
xi=matrix(c(0,0,-1,-1, 1.5,1.5), nrow=2, ncol=3),
psi=matrix(c(0.1,0.1,-0.1,-1, 0.5,-1.5), nrow=2, ncol=3),
sigma=list(diag(2),10*diag(2), 20*diag(2)), Log=FALSE),
times=1000L)
}else{
cat("package 'microbenchmark' not available\n")
}
``````

NPflow documentation built on May 29, 2024, 6:04 a.m.