This function returns the log-density for a multivariate Gaussian distribution. Originally from: https://gallery.rcpp.org/articles/dmvnorm_arma/
1 | dmvnorm_arma(x, mean, sigma, logd = FALSE)
|
x |
matrix of observations |
mean |
mean vector |
sigma |
positive definite covariance matrix |
logd |
logical; whether log-density should be returned (default to FALSE) |
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