mydmvnorm {Modalclust}

Calculate Density of Multivariate Normal for diagonal covariance

Description

Faster calculation of density of multivariate normal with diagonal covariance matrix

Usage

mydmvnorm(x, mean, sigmasq)

Arguments

x

The input data

mean

The vector of mean values

sigmasq

The variance of each dimension. Assume the variance are the same for all dimensions.

Author(s)

Surajit Ray and Yansong Cheng