density.mvn | R Documentation |
mvn
object (multivariate
normal).Function generator for obtaining the pdf of an mvn
object (multivariate
normal).
## S3 method for class 'mvn'
density(x, ...)
x |
The |
... |
Additional arguments to pass into the generated function. |
A function that computes the pdf of the mvn
distribution.
It accepts as input:
- obs
: vector or matrix of quantiles. when x is a matrix, each row
is taken to be a quantile and columns correspond to the number of
dimensions, p.
- mu
: a a vector denoting the population mean. Defaults to the
mean of x
(an mvn
object)
- sigma
: a matrix denoting the variance-covariance of
observations. Defaults to the variance-covariance of x
.
- log
: logical, determines whether to compute the log of the pdf.
Defaults to FALSE
.
- ...
: any additional parameters to pass to dmvnorm
.
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