l_mvn_generic: Log of the Likelihood of the Multivariate Normal Distribution...
In jeksterslab/gammaMatrix: Asymptotic Covariance Matrix of Covariances

Description Usage Arguments Value Author(s) See Also Examples

View source: R/multiNorm-l_mvn_generic.R

Calculates the log of the likelihood function of the multivariate normal distribution for the ith observation.

1	l_mvn_generic(x, mu, sigmacap)

`x`	Numeric vector of length `k`. The ith vector of observations.
`mu`	Numeric vector of length `k`. Mean vector.
`sigmacap`	Numeric matrix of size `k` by `k`. Covariance matrix.

A vector.

Ivan Jacob Agaloos Pesigan

Other Multivariate Normal Distribution Functions: grad_l_mvn_generic(), grad_l_mvn(), hess_l_mvn_generic(), hess_l_mvn(), l_mvn(), mvn_theta_helper(), negl_mvn(), rmvn_chol()

n <- 5
mu <- c(0, 0)
sigmacap <- matrix(
  data = c(
    1, 0.5, 0.5, 1
  ),
  nrow = 2
)

xcap <- as.data.frame(
  t(
    rmvn_chol(
      n = n,
      mu = mu,
      sigmacap = sigmacap
    )
  )
)

lapply(
  X = xcap,
  FUN = l_mvn_generic,
  mu = mu,
  sigmacap = sigmacap
)