dmvnorm {birdring} | R Documentation |
Multivariate Normal Density and Random Deviates - this function is a copy of the function in the package mvtnorm
Description
These functions provide the density function and a random number generator for the multivariate normal distribution with mean equal to mean and covariance matrix sigma.
Usage
dmvnorm(x, mean, sigma, log = FALSE)
Arguments
x |
Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile. |
mean |
Mean vector, default is rep(0, length = ncol(x)). |
sigma |
Covariance matrix, default is diag(ncol(x)). |
log |
Logical; if TRUE, densities d are given as log(d). |
Details
This function is copied to birdring from mvtnorm. If you use this function, please use and cite the original function from the package mvtnorm!
Author(s)
Friedrich Leisch and Fabian Scheipl
References
Alan Genz, Frank Bretz, Tetsuhisa Miwa, Xuefei Mi, Friedrich Leisch, Fabian Scheipl, Torsten Hothorn (2013). mvtnorm: Multivariate Normal and t Distributions. R package version 0.9-9995. URL http://CRAN.R-project.org/package=mvtnorm
Alan Genz, Frank Bretz (2009), Computation of Multivariate Normal and t Probabilities. Lecture Notes in Statistics, Vol. 195., Springer-Verlage, Heidelberg. ISBN 978-3-642-01688-2
See Also
see functions and documentations in the package mvtnorm
Examples
dmvnorm(x=c(0,0))