dlogmultinorm: Calculate logarithms of multiple multivariate normal...

Description Usage Arguments Value

View source: R/quantileResiduals.R

Description

dlogmultinorm calculates logarithms of multiple multivariate normal densities with varying mean and constant covariance matrix.

Usage

1
dlogmultinorm(y, mu, inv_Omega, log_det_Omega)

Arguments

y

dimension (T x k) matrix where each row is a k-dimensional vector

mu

dimension (T x k) matrix where each row is the mean of the k-dimensional vector in corresponding row of y.

inv_Omega

inverse of the (k x k) covariance matrix Omega.

log_det_Omega

logarithm of the determinant of the covariance matrix Omega.

Value

Returns a size (T x 1) vector containing the multinormal densities in logarithm.


saviviro/gmvarkit documentation built on Oct. 25, 2021, 2:14 a.m.