mvnradiusdensity: mvnradiusdensity

In VBmix: Variational Bayesian Mixture Models

Description

get densities of a set of squared radii, i.e. obtained from a Mahalanobis distance computed externally wrt an inverse covariance matrix.

Usage

mvnradiusdensity(cov, radii)

Arguments

cov	Covariance matrix from which we compute the determinant.
radii	Radii wrt which we directly take the density values.

Value

numeric vector containing densities.

Author(s)

Pierrick Bruneau

See Also

mvngen mvndensity

Examples

temp <- mvngen(c(0, 0), diag(2), 5)
R <- chol(solve(diag(2))) 
# trivial here, as Cholesky R of I(-1) is I
temp <- temp 
mvnradiusdensity(diag(2), diag(temp))

VBmix documentation built on May 30, 2017, 2:34 a.m.