mvn_dist: Derivatives of the Log Density of Multivariate Normal...
In dannyjameswilliams/truncsm: Truncated Score Matching

mvn_dist

R Documentation

Derivatives of the Log Density of Multivariate Normal Distribution

The first and second derivative of the log density of the Multivariate Normal Distribution

psi_mvn(theta, x, Sigma = NULL)

mvn(Sigma = NULL)

`theta`	parameters to be estimated, can include elements of the covariance matrix
`x`	random variable x, taken one row at a time
`Sigma`	optional; either a fully supplied covariance matrix, or a single digit indicating the diagonal of the covariance matrix. If not supplied, the covariance matrix is estimated.