Description Usage Arguments Details Value Author(s) Examples
Computes the log of the multivariate normal density
1 | ldmvnorm(Y, S)
|
Y |
an n x p matrix |
S |
a p x p positive definite matrix |
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
.
A real number.
Peter Hoff
1 2 |
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