fast_dmvnorm: fast_dmvnorm

In pierrejacob/debiasedmcmc: Unbiased MCMC with couplings

fast_dmvnorm

Description

Compute multivariate Normal density (log-value) evaluated at each row of a given matrix. The function does not check the arguments, use at your own risk.

Usage

fast_dmvnorm(x, mean, covariance)

Arguments

x	A matrix of size n times d
mean	A vector of size d specifying the mean vector of the multivariate Normal
covariance	A matrix of size d x d specifying the covariance matrix of the multivariate Normal

Value

A vector of n evaluations of the multivariate Normal log-pdf, one for each row of x

Examples

x <- fast_rmvnorm(2, rep(0, 5), diag(1,5,5))
fast_dmvnorm(x, rep(0, 5), diag(1,5,5))

pierrejacob/debiasedmcmc documentation built on Aug. 22, 2022, 12:41 a.m.