dmnorm: Multivariate Normal Density Function

In wzhorton/ztools: Tools by wzhorton

Description

Computes the (log) density of the multivariate normal distribution using either the covariance or precision parametrization.

Usage

dmnorm(y, mu, cov, prec, unnorm = FALSE, log = FALSE)

Arguments

mu	mean vector.
cov, prec	covariance or precision matrix. Only specify one.
unnorm	logical; TRUE ommits all terms not affected by x.
log	logical; if TRUE, density calculations are computed on the log scale.
x	vector or matrix of values. Multiple observations should correspond to rows.

wzhorton/ztools documentation built on Nov. 8, 2019, 1:28 p.m.