dmvnorm: Evaluate density of multivariate Normal

In pierrejacob/PET:

Description

Function to evaluate a multivariate Normal density of each row of the given matrix.

Usage

dmvnorm(x, mean, covariance)

Arguments

x	is a n x d matrix of real values
mean	is the mean vector
covariance	is the covariance matrix

Details

This function does not check anything (i.e. that the given covariance is PSD). Thus it is faster than functions in standard packages, but more risky.

Value

a vector of n log-density evaluations

See Also

rmvnorm, rmvnorm_cholesky, dmvnorm_cholesky_inverse

Examples

x <- rmvnorm(10, rep(0, 5), diag(1, 5, 5))
dmvnorm(x, rep(-1, 5), diag(2, 5, 5))
# mvtnorm::dmvnorm(x, rep(-1, 5), diag(2, 5, 5), log = T)

pierrejacob/PET documentation built on May 25, 2019, 11:35 p.m.