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dmvn

Multivariate Normal Density

Description

Evaluate the multivariate normal density.

Usage

dmvn(y, mu, sigma, siginv = NULL, ldsi = NULL, logscale = FALSE)

Arguments

y

A numeric vector or matrix containing the data whose density is desired.
mu

The mean of the distribution. A vector.
sigma

The variance matrix of the distribution. A matrix.
siginv

The inverse of sigma, or NULL. If siginv is non-NULL then sigma will not be used.
ldsi

The log determinant of siginv or NULL.
logscale

Logical. If TRUE then the density is returned on the log scale. Otherwise the density is returned on the density scale.

Value

A vector containing the density of each row of y.

Author(s)

Boom

Bayesian Object Oriented Modeling

v0.9.7
LGPL-2.1 | file LICENSE
Authors
Steven L. Scott is the sole author and creator of the BOOM project. Some code in the BOOM libraries has been modified from other open source projects. These include Cephes (obtained from Netlib, written by Stephen L. Moshier), NEWUOA (M.J.D Powell, obtained from Powell's web site), and a modified version of the R math libraries (R core development team). Original copyright notices have been maintained in all source files. In these cases, copyright claimed by Steven L. Scott is limited to modifications made to the original code. Google claims copyright for code written while Steven L. Scott was employed at Google from 2008 - 2018, but BOOM is not an officially supported Google project.
Initial release
2021-02-15

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