mvnpdfC: C++ implementation of multivariate normal probability density...

In borishejblum/NPflow: Bayesian Nonparametrics for Automatic Gating of Flow-Cytometry Data

C++ implementation of multivariate normal probability density function for multiple inputs

Description

Based on the implementation from Nino Hardt and Dicko Ahmadou https://gallery.rcpp.org/articles/dmvnorm_arma/ (accessed in August 2014)

Usage

mvnpdfC(x, mean, varcovM, Log = TRUE)

Arguments

x	data matrix
mean	mean vector
varcovM	variance covariance matrix
Log	logical flag for returning the log of the probability density function. Default is TRUE

Value

vector of densities

Author(s)

Boris P. Hejblum

Examples

mvnpdf(x=matrix(1.96), mean=0, varcovM=diag(1), Log=FALSE)
mvnpdfC(x=matrix(1.96), mean=0, varcovM=diag(1), Log=FALSE)
mvnpdf(x=matrix(1.96), mean=0, varcovM=diag(1))
mvnpdfC(x=matrix(1.96), mean=0, varcovM=diag(1))

if(require(microbenchmark)){
library(microbenchmark)
microbenchmark(dnorm(1.96),
               mvnpdf(x=matrix(1.96), mean=0, varcovM=diag(1), Log=FALSE),
               mvnpdfC(x=matrix(1.96), mean=0, varcovM=diag(1), Log=FALSE),
               times=10000L)
}else{
cat("package 'microbenchmark' not available\n")
}

borishejblum/NPflow documentation built on Feb. 2, 2024, 1:51 a.m.