This function computes the density of the multivariate normal distribution N(mu,sig) in either natural or logarithmic scales.
Running argument of the density
Mean mu of the normal distribution
Covariance matrix sig of the normal distribution
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
the symmetry nor the invertibility of the matrix
It is therefore prone to fail if those conditions are not satified! If the package
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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