dmvnorm: Multivariate Normal Density and Random Deviates - this...

dmvnormR Documentation

Multivariate Normal Density and Random Deviates - this function is a copy of the function in the package mvtnorm

Description

These functions provide the density function and a random number generator for the multivariate normal distribution with mean equal to mean and covariance matrix sigma.

Usage

dmvnorm(x, mean, sigma, log = FALSE)

Arguments

x

Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.

mean

Mean vector, default is rep(0, length = ncol(x)).

sigma

Covariance matrix, default is diag(ncol(x)).

log

Logical; if TRUE, densities d are given as log(d).

Details

This function is copied to birdring from mvtnorm. If you use this function, please use and cite the original function from the package mvtnorm!

Author(s)

Friedrich Leisch and Fabian Scheipl

References

Alan Genz, Frank Bretz, Tetsuhisa Miwa, Xuefei Mi, Friedrich Leisch, Fabian Scheipl, Torsten Hothorn (2013). mvtnorm: Multivariate Normal and t Distributions. R package version 0.9-9995. URL http://CRAN.R-project.org/package=mvtnorm

Alan Genz, Frank Bretz (2009), Computation of Multivariate Normal and t Probabilities. Lecture Notes in Statistics, Vol. 195., Springer-Verlage, Heidelberg. ISBN 978-3-642-01688-2

See Also

see functions and documentations in the package mvtnorm

Examples

dmvnorm(x=c(0,0))

birdring documentation built on Oct. 7, 2023, 5:07 p.m.