mvnpdf: MultiVariate Normal Parametric Density Function

In JulienRouar/mypkgr: MYPKGR

Description

Return the log-density of multivariate gaussian law with given mean and variance-covariance matrix.

Usage

mvnpdf(x, mean = matrix(0, nrow(x), 1), varcovM = diag(1, nrow(x), ncol(x)),
  Log = T)

Arguments

x	a (n,p) matrix of data which you want their density.
mean	a vector of mean of the columns.
varcovM	the variance-coriance matriance of x.
Log	FALSE by default if it's TRUE the density is return with log.

Value

x is the studied matrix.

dens is a n-vector which represents the density of the n points/lines of x in R^p space.

Examples

x=matrix(runif(10),5,2)
mean=c(0.4,0.6)
varcovM=cov(x)+0.05
mvnpdf(x,mean,varcovM)

JulienRouar/mypkgr documentation built on May 25, 2019, 12:21 p.m.