Description Usage Arguments Details Value Examples

Efficient density evaluation for the multivariate normal distribution with Toeplitz variance matrix.

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`X` |
Vector or matrix, of which each column is a multivariate observation. |

`mu` |
Vector or matrix of mean values of compatible dimensions with |

`acf` |
Vector containing the first column of the Toeplitz variance matrix. For |

`log` |
Logical, whether to return the multivariate normal density on the log scale. |

`dSnorm`

and `dSnormDL`

have identical outputs, with the former using the generalized Schur algorithm and the latter, the Durbin-Levinson algorithm, which is more common but slower. `dSnormDL`

is provided mainly for speed comparisons.

Vector of (log-)densities, one for each column of `X`

.

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SuperGauss documentation built on May 1, 2019, 7:58 p.m.

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