mvdnorm: Multivariate normal distribution

In kuperov/acfunc: Extra distributions for Bayesian analysis

Description

Multivariate normal distribution

Usage

mvdnorm(x, mu, Sigma, tol = 1e-06)

mvrnorm(n, mu, Sigma, tol = 1e-06)

Arguments

x	vector of quantiles
mu	mean, a d-element vector
Sigma	symmetric, positive definite d*d variance-covariance matrix
tol	tolerance for checking positive definiteness
n	number of variates to draw

References

Gelman, A., Carlin, J. B., Stern, H. S., & Rubin, D. B. (2014). Bayesian data analysis (3E). Boca Raton, FL, USA: Chapman & Hall/CRC.

kuperov/acfunc documentation built on May 6, 2019, 10:50 p.m.