dmvnorm_arma: Multivariate Normal Density Function

Description Usage Arguments

View source: R/RcppExports.R

Description

This function returns the log-density for a multivariate Gaussian distribution. Originally from: https://gallery.rcpp.org/articles/dmvnorm_arma/

Usage

1

Arguments

x

matrix of observations

mean

mean vector

sigma

positive definite covariance matrix

logd

logical; whether log-density should be returned (default to FALSE)


christianu7/aistats2020smi documentation built on March 7, 2021, 2:40 p.m.