gauss_kdens_arma: Gaussian kernel density estimator

In mig: Multivariate Inverse Gaussian Distribution

Gaussian kernel density estimator

Description

Given a data matrix over a half-space defined by beta, compute the log density of the asymmetric truncated Gaussian kernel density estimator, taking in turn an observation as location vector.

Usage

gauss_kdens_arma(x, newdata, Sigma, logweights, logd)

Arguments

x	matrix of observations
newdata	matrix of new observations at which to evaluated the kernel density
Sigma	covariance matrix
logd	logical; if TRUE, return the log density

Value

log density estimator

mig documentation built on April 11, 2025, 5:45 p.m.