# Multivariate Normal Density Function

### Description

Function to estimate Multivariate Normal Density Function

### Usage

1 | ```
dmnorm(X, Mu, Sigma)
``` |

### Arguments

`X` |
A matrix or a vector (if you have only one multivariate observation) containing the data. This matrix may contain missing data. |

`Mu` |
A mean vector or a matrix where the number of column is p. If Mu is a matrix and X a vector, the density is evaluated for each value of Mu specified in the matrix Mu |

`Sigma` |
The covariance matrix. This matrix must be symmetric positive definite(all eigen values are positive. see eigen) |

### Details

This methods compute the value of the density function for a given data and a given set of parameters. It works like the R command dnorm in the stats package. Although this methods can be used directly it is not intended this way. If you want to estimate density of multivariate normal distribution, the library mvtnorm is more appropriate

### Value

This command return a vector of density.

### Note

This function can be used as a standalone but is implemented here for use within the mmeln package

### Author(s)

Charles-Édouard Giguère

### References

M.S. Srivastava (2002), Methods of Multivariate Statistics, WILEY

### See Also

mmeln,eigen

### Examples

1 |