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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