ldmvnorm: Log Multivariate Normal Density

Description Usage Arguments Details Value Author(s) Examples

Description

Computes the log of the multivariate normal density

Usage

1
ldmvnorm(Y, S)

Arguments

Y

an n x p matrix

S

a p x p positive definite matrix

Details

This function computes the log density of the data matrix Y under the model that the rows are independent samples from a mean-zero multivariate normal distribution with covariance matrix S.

Value

A real number.

Author(s)

Peter Hoff

Examples

1
2
Y<-matrix(rnorm(9*7),9,7) 
ldmvnorm(Y,diag(7))

sbgcop documentation built on May 30, 2017, 4:24 a.m.

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