mvnpdf {NPflow} | R Documentation |
multivariate-Normal probability density function
Description
multivariate-Normal probability density function
Usage
mvnpdf(x, mean, varcovM, Log = TRUE)
Arguments
x |
p x n data matrix with n the number of observations and p the number of dimensions |
mean |
mean vector or list of mean vectors (either a vector, a matrix or a list) |
varcovM |
variance-covariance matrix or list of variance-covariance matrices (either a matrix or a list) |
Log |
logical flag for returning the log of the probability density
function. Defaults is |
Author(s)
Boris P. Hejblum
See Also
Examples
mvnpdf(x=matrix(1.96), mean=0, varcovM=diag(1), Log=FALSE)
dnorm(1.96)
mvnpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
mean=c(0, 0), varcovM=diag(2), Log=FALSE
)
[Package NPflow version 0.13.5 Index]