mvnpdf: mvnpdf multivariate normal density function

Description Usage Arguments Value Examples

Description

multivariate normal density function of a p*n matrix x of mean vector mean and covariance matrix varcovM

Usage

1
mvnpdf(x, mean = rep(0, nrow(x)), varcovM = diag(nrow(x)), Log = TRUE)

Arguments

x

p*n matrix of values

mean

p vector of means

varcovM

p*p symetric matrix of covariances

Log

logic value default TRUE for logarithmic scale

Value

a list containing the input matrix x and y multivariate normal density values of x

Examples

1
2
3
mvnpdf(x=matrix(1.96),Log = F)
dnorm(1.96)
mvnpdf(x=matrix(1.96,ncol = 2),Log = F)

mavalosf/formationED documentation built on May 25, 2019, 9:34 p.m.