dmvnorm: Multivariate normal density function

View source: R/gaussian.R

dmvnormR Documentation

Multivariate normal density function

Description

This function returns the log-density for a multivariate Gaussian distribution.

Usage

dmvnorm(x, mean, sigma, logd = FALSE)

Arguments

x

matrix or vector of observations

mean

mean vector

sigma

positive definite covariance matrix

logd

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

Value

density or log-density of the nrow(x) sample


lbelzile/mgp documentation built on Aug. 5, 2023, 2:34 a.m.