dmvnorm: Log density of a multivariate normal distribution

Description Usage Arguments Value Author(s)

Description

This returns the important bits of the log of a multivariate normal distribution, for use in Metropolis-Hastings ratios. One of these functions you wish they would just include in base so you don't have to keep rolling your own or calling some other package.

Usage

1
dmvnorm(x, mu, Sigma)

Arguments

x

A length p vector at which you would like the density to be evaluated

mu

A length p vector which is the mean of the MV normal

Sigma

A p x p matrix for the covariance of the MV normal

Value

The log density of a multivariate normal

Author(s)

Alex Lenkoski <alex@nr.no>


spatial.gev.bma documentation built on May 1, 2019, 6:34 p.m.