dmvn {Boom}

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)

Steven L. Scott [e-mail]