R/mvnpdfoptim.R

In corallie/packageTemp: This an example

#' mvnpdfoptim
#'
#' @param x the vector x
#'
#' @param mean mean by colonn
#' @param varcovM variance/covariance
#' @param Log lograryhtm value
#'
#' @rdname mvnpdf
#' @export
mvnpdfoptim <- function(x, mean =  rep(0, nrow(x)),
                        varcovM = diag(nrow(x)), Log=TRUE){
  n <- ncol(x)
  p <- nrow(x)
  x0 <- x-mean
  Rinv = backsolve(chol(varcovM),x=diag(p))
  xRinv <- matrix(apply(X=x0, MARGIN=2, FUN=crossprod, y=Rinv))
  logSqrtDetvarcovM <- sum(log(diag(Rinv)))
  quadform <- apply(X=xRinv, MARGIN=2, FUN=crossprod)
  y <- (-0.5*quadform + logSqrtDetvarcovM -p*log(2*pi)/2)

  if(!Log){
    y <- exp(y)
  }
  return(y)
}


#' x <- 1

#' plot.mvnpdf
#'
#' @param x vector x
#' @param y vector y
#'
#' @return only a plot
#' @export
#' @importFrom graphics plot
#' @examples
#' x <- 1
plot.mvnpdf <- function(x,...){
  graphics::plot(x$x, x$y,type = "l", ...)
}