dmvn_arma: Calculate multivariate normal densities

In alexpghayes/hayeslib: Hayeslib

Description

Calculate multivariate normal densities

Usage

dmvn_arma(x, mean, sigma, log = FALSE)

Arguments

x	Matrix of multivariate normal samples
mean	Center of the distribution.
sigma	Covariance matrix.
log	Logical indicating if log density should be used.

Value

Matrix with single column of densities.

Examples

mu <- 1:3
sigma <- diag(3)
samps <- rmvn(10, mu, sigma)
dmvn(samps, mu + 1, sigma)

alexpghayes/hayeslib documentation built on May 5, 2019, 4:47 p.m.