MultiNormal: The Multivariate Normal Distribution

In paul-buerkner/brms: Bayesian Regression Models using 'Stan'

The Multivariate Normal Distribution

Description

Density function and random generation for the multivariate normal distribution with mean vector mu and covariance matrix Sigma.

Usage

dmulti_normal(x, mu, Sigma, log = FALSE, check = FALSE)

rmulti_normal(n, mu, Sigma, check = FALSE)

Arguments

x	Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.
mu	Mean vector with length equal to the number of dimensions.
Sigma	Covariance matrix.
log	Logical; If TRUE, values are returned on the log scale.
check	Logical; Indicates whether several input checks should be performed. Defaults to FALSE to improve efficiency.
n	Number of draws to sample from the distribution.

Details

See the Stan user's manual https://mc-stan.org/documentation/ for details on the parameterization

paul-buerkner/brms documentation built on April 14, 2024, 5:39 p.m.