dmvnorm: Density of multivariate normal distribution

In loelschlaeger/RprobitB: Bayesian Probit Choice Modeling

Density of multivariate normal distribution

Description

This function computes the density of a multivariate normal distribution.

Usage

dmvnorm(x, mean, Sigma, log = FALSE)

Arguments

x	A quantile vector of length n.
mean	The mean vector of length n.
Sigma	The covariance matrix of dimension n x n.
log	A boolean, if TRUE the logarithm of the density value is returned.

Value

The density value.

Examples

x = c(0,0)
mean = c(0,0)
Sigma = diag(2)
dmvnorm(x = x, mean = mean, Sigma = Sigma)
dmvnorm(x = x, mean = mean, Sigma = Sigma, log = TRUE)

loelschlaeger/RprobitB documentation built on Oct. 15, 2024, 11:08 a.m.