## File Name: SRM_DMVNORM.R
## File Version: 0.07
SRM_DMVNORM <- function(x, mean, sigma, log=FALSE, sigma_inv=NULL,
log_det_sigma=NULL)
{
if (is.null(sigma_inv)){
sigma_inv <- SRM_GINV(x=sigma)
}
ex <- x - mean
p <- length(x)
if ( is.null(log_det_sigma) ){
log_det_sigma <- log(det(sigma))
}
ll1 <- -0.5*p*log(2*pi) - 0.5*log_det_sigma
ll <- ll1 - 0.5*crossprod(ex, sigma_inv) %*% ex
ll <- ll[1,1]
return(ll)
}
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