Description Usage Arguments Value
View source: R/brownian_motion_package.r
This function returns the multi-variate normal-inverse-gamma density evaluated at specific points
1 | dmvnorminvgamma(x, mu, alpha, beta, T, log = FALSE)
|
x |
a matrix where each row is a sample and each column is a dimension. |
mu |
a vector indicating the mean in each dimension |
alpha |
shape parameter of the inverse gamma distribution |
beta |
scale parameter of the inverse gamma distribution |
T |
the variance-covariance matrix |
log |
a logical indicated whether to return the log of the pdf |
A vector densities corresponding to the rows of x
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