This function computes the density of the multivariate normal distribution
*N(mu,sig)* in either natural or logarithmic
scales.

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`x` |
Running argument of the density |

`mu` |
Mean |

`sig` |
Covariance matrix |

`log` |
Boolean describing whether or not the output is in logarithmic scales |

This function returns a real number corresponding to the density in *x* in either natural or logarithmic
scales.

This function is *fragile* in that it does not test for

the fact that

`sig`

is a square matrix,the compatibility of the dimensions of

`x`

,`mu`

,`sig`

the symmetry nor the invertibility of the matrix

`sig`

It is therefore prone to fail if those conditions are not satified! If the package `mvtnorm`

is
installed, the function `dmvnorm`

should be used instead.

Christian P. Robert and George Casella

Chapter 8 of **EnteR Monte Carlo Statistical Methods**

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