ldan: Log-likelihood of array normal model.

Description

ldan calculates the log-likelihood of the array normal model, minus a constant.

Usage

1
ldan(E, Sig)

Arguments

E

An array. This is the data.

Sig

A list of symmetric positive definite matrices. These are the component covariance matrices.

Author(s)

David Gerard.


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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