dmvnorm2: Multivariate Gaussian probability density
In JimmyClowes/rethinking: Statistical Rethinking book package

Description Usage Arguments Details Author(s) Examples

This is an alternative parameterization of the ordinary multivariate Gaussian probability density.

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dmvnorm2( x , Mu , sigma , Rho , log=FALSE )
rmvnorm2( n , Mu=rep(0,length(sigma)) , sigma=rep(1,length(Mu)) , 
          Rho=diag(length(Mu)) , method="chol" )

`x`	Values to compute densities of
`Mu`	Mean vector
`sigma`	Vector of standard deviations
`Rho`	Correlation matrix
`log`	If `TRUE`, returns log-density instead of density
`n`	Number of random observations to sample

These functions merely compose the variance-covariance matrix from separate standard deviation and correlation matrix arguments. They then use dmvnorm and rmvnorm from the mvtnorm package to perform calculations.

Richard McElreath