dmvNorm: Multivariate Normal density function

View source: R/functions.R

dmvNormR Documentation

Multivariate Normal density function

Description

Proability density function of a n-variate normal distribution

Usage

dmvNorm(x, Mu, Sigma, SigmaInv)

Arguments

x

n-dimensional vector.

Mu

n-dimensional mean vector.

Sigma

n-dimensional covariance matrix.

SigmaInv

n-dimensional precision matrix.

Value

the probability density of a n-variate normal distribution with mean vector Mu and covariance Sigma evaluated at x.


RestoreNet documentation built on May 29, 2024, 4 a.m.