mvnpdf: mvnpdf multivariate normal density function

In mavalosf/formationED:

Description

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

Usage

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

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.