mvnpdf: Multivariate-Normal probability density function

In melany33/melany:

Description

This is a concise description of what the function does.

This is a concise description of what the function does.

Usage

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

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

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

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

Arguments

x	p x n data matrix with n the number of observations and p the number of dimensions
mean	mean vector or list of mean vectors (either a vector or a matrix)
varcovM	variance-covariance matrix or list of variance-covariance matrices (either a matrix or a list)
Log	logical flag for returning the log of the probability density function. Default is TRUE.
x	p x n data matrix with n the number of observations and p the number of dimensions
mean	mean vector or list of mean vectors (either a vector or a matrix)
varcovM	variance-covariance matrix or list of variance-covariance matrices (either a matrix or a list)
Log	logical flag for returning the log of the probability density function. Default is TRUE.

Details

This part gives more details on the function.

This part gives more details on the function.

Value

a list containing the input matrix x and y the multivariate-Normal probability density function computed at x

a list containing the input matrix x and y the multivariate-Normal probability density function computed at x

Examples

mvnpdf(x=matrix(1.96), Log=FALSE)
dnorm(1.96)

mvnpdf(x=matrix(rep(1.96, 2), nrow=2, ncol=1), Log=FALSE)
mvnpdf(x=matrix(1.96), Log=FALSE)
dnorm(1.96)

mvnpdf(x=matrix(rep(1.96, 2), nrow=2, ncol=1), Log=FALSE)

melany33/melany documentation built on May 25, 2019, 10:30 p.m.