dmvnorm: Log density of a multivariate normal distribution

In NorskRegnesentral/SpatGEVBMA: Hierarchical spatial generalized extreme value (GEV) modeling with Bayesian Model Averaging (BMA)

Log density of a multivariate normal distribution

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

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 <[e-mail]>

NorskRegnesentral/SpatGEVBMA documentation built on July 22, 2023, 9:59 a.m.