mvnorm_eval: Evaluate the multivariate normal

In lg: Locally Gaussian Distributions: Estimation and Methods

Description

Function that evaluates the multivariate normal distribution with local parameters

Usage

mvnorm_eval(eval_points, loc_mean, loc_sd, loc_cor, pairs)

Arguments

eval_points	A matrix of grid points
loc_mean	A matrix of local means, one row per grid point, one column per component
loc_sd	A matrix of local standard deviations, one row per grid point, one column per component
loc_cor	A matrix of local correlations, one row per grid point, on column per pair of variables
pairs	A data frame specifying the components that make up each pair,

Details

Takes in a grid, where we want to evaluate the multivariate normal, and in each grid point we have a new set of parameters.

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