Description Usage Arguments Value
Function to evaluate likelihood or log-likelihood of multivariate normal using armadillo
1 | dmvnrm_arma(x, mean, sigma, logd = FALSE)
|
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 |
a size n vector of log-likelihoods
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.