## File Name: tam_dmvnorm.R
## File Version: 9.18
# density multivariate normal distribution
tam_dmvnorm <- function( x, mean, sigma, log=FALSE )
{
# copied and slightly extended from the dmvnorm function (mvtnorm package)
mu <- mean
dec <- chol(sigma)
muM <- mu
if (is.vector(x)){
x <- matrix( x, nrow=1)
}
if (( is.vector(mu) )){
n <- nrow(x)
d <- ncol(x)
muM <- matrix( mu, nrow=n, ncol=d, byrow=TRUE)
}
D <- ncol(muM)
tmp <- backsolve(dec, t(x - muM ), transpose=TRUE)
rss <- colSums(tmp^2)
logretval <- -sum(log(diag(dec))) - 0.5 * D * log(2 * pi) - 0.5 * rss
if (! log){ logretval <- exp(logretval )}
return(logretval)
}
dmvnorm_TAM <- tam_dmvnorm
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.