View source: R/rcpp_log_dmvnorm2.R
Calculate log likelihood for a multivariate normal
1 | rcpp_log_dmvnorm2(inv_S, mu, x, S)
|
inv_S |
inverse covariance matrix |
mu |
mean vector |
x |
data vector |
S |
covariance matrix, ie, the inverse of inv_S |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.