dmvnorm_wrapper: Wrapper for 'dmvnorm'

In lg: Locally Gaussian Distributions: Estimation and Methods

Description

dmvnorm_wrapper is a function that evaluates the bivariate normal distribution in a matrix of evaluation points, with local parameters.

Usage

dmvnorm_wrapper(eval_points, mu_1 = rep(0, nrow(eval_points)),
  mu_2 = rep(0, nrow(eval_points)), sig_1 = rep(1, nrow(eval_points)),
  sig_2 = rep(1, nrow(eval_points)), rho = rep(0, nrow(eval_points)),
  run_checks = TRUE)

Arguments

eval_points	A kx2 matrix with evaluation points
mu_1	The first expectation vector
mu_2	The second expectation vector
sig_1	The first standard deviation vector
sig_2	The second standard deviation vector
rho	The correlation vector
run_checks	Run sanity check for the arguments

Details

This functions takes as arguments a matrix of grid points, and vectors of parameter values, and returns the bivariate normal density at these points, with these parameter values.

lg documentation built on Dec. 5, 2019, 5:13 p.m.