dmvnrm_arma: Function to evaluate likelihood or log-likelihood of...

Description Usage Arguments Value

Description

Function to evaluate likelihood or log-likelihood of multivariate normal using armadillo

Usage

1
dmvnrm_arma(x, mean, sigma, logd = FALSE)

Arguments

x

(n x d) matrix of observed data

mean

Row vector (d) of means

sigma

(d x d) matrix of covariance

logd

boolean indicating log-likelihood (true) or likelihood (false) is returned

Value

a size n vector of log-likelihoods


nwakim/nwREM documentation built on May 22, 2019, 5:34 p.m.