calcpdf_mv: Log density of multivariate normal, lognormal, or product of...

In baccione-eawag/EawagSchoolTools: Miscellaneous Tools for Eawag Summer School in Environmental Systems Analysis

Description

Calculate the logarithm of the probability density function of a multivariate normal or lognormal distribution, or of a product of independent one-dimensional distributions.

Usage

calcpdf_mv(z,dist="normal",mean=0,sd=1,cor=0,cor.inv=NA,log=TRUE,
           distdef=NA,file=NA)

Arguments

z	vector, matrix or data frame at which the logarithm of the probability density function will be evaluated
dist	distribution type: "Normal", "Lognormal", or "Indep"
mean	vector of means
sd	vector of standard deviations
cor	correlation matrix of the distribution
cor.inv	inverse of correlation matrix of the distribution (alternative input to cor, saves computation time for repeated calls)
log	if TRUE returns log of pdf, otherwise pdf
distdef	distribution definition for independent one-dimensional distributions
file	optional file to save results

Value

Probability density (or log density) at the sample points in z.

Author(s)

Peter Reichert <[e-mail]>

See Also

calcpdf

baccione-eawag/EawagSchoolTools documentation built on Dec. 19, 2021, 6:38 a.m.