mvnpdf: mvnpdf

In rcoueron/mypkgr:

Description

densite d<e2><80><99>une loi normale multivariee sur R^p en n points.

This is a concise description of what the function does.

Usage

mvnpdf(x, mean = rep(0, nrow(x)), varcovM = diag(nrow(x)), Log = TRUE)

mvnpdf(x, mean = rep(0, nrow(x)), varcovM = diag(nrow(x)), Log = TRUE)

mvnpdfoptim(x, mean = rep(0, nrow(x)), varcovM = diag(nrow(x)),
  Log = TRUE)

mvnpdfsmart(x, mean = rep(0, nrow(x)), varcovM = diag(nrow(x)),
  Log = TRUE)

Arguments

x	x : une matrice, a n colonnes (les observations) et p lignes
mean	un vecteur de moyennes
varcovM	une matrice de variance-covariance
Log	un param<c3><a8>tre logique valant TRUE par d<c3><a9>faut
x	p x n data matrix with n the number of observations and p the number of dimensions
mean	mean vector or list of mean vectors (either a vector or a matrix)
varcovM	variance-covariance matrix or list of variance-covariance matrices (either a matrix or a list)
Log	logical flag for returning the log of the probability density function. Default is TRUE.

Details

This part gives more details on the function.

Value

renvoie une liste contenant la matrice x ainsi qu<e2><80><99>un vecteur des images des points de x par la fonction de densite de la variable aleatoire de loi normale multivari<c3><a9>e consideree.

a list containing the input matrix x and y the multivariate-Normal probability density function computed at x

Examples

mvnpdf(x=matrix(1.96),log=FALSE)
dnorm(1.96)

mvnpdf(x=matrix(1.96), Log=FALSE)
dnorm(1.96)

mvnpdf(x=matrix(rep(1.96, 2), nrow=2, ncol=1), Log=FALSE)

rcoueron/mypkgr documentation built on May 26, 2019, 12:35 a.m.