weighted_multivariate_normal: Weighted multivariate normal distribution

In RoBMA: Robust Bayesian Meta-Analyses

Weighted multivariate normal distribution

Description

Density function for the weighted multivariate normal distribution with mean, covariance matrix sigma, critical values crit_x, and weights omega.

Arguments

x	quantiles.
p	vector of probabilities.
mean	mean
sigma	covariance matrix.
crit_x	vector of critical values defining steps.
omega	vector of weights defining the probability of observing a t-statistics between each of the two steps.
type	type of weight function (defaults to "two.sided").
log, log.p	logical; if TRUE, probabilities p are given as log(p).

Value

.dwmnorm_fast returns a density of the multivariate weighted normal distribution.

See Also

Normal, weighted_normal

RoBMA documentation built on April 12, 2025, 1:55 a.m.