Description Usage Arguments Value Author(s)
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.
1 | dmvnorm(x, mu, Sigma)
|
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 |
The log density of a multivariate normal
Alex Lenkoski <alex@nr.no>
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.