dmvnorm_rcpp {momentuHMM}

C++ implementation of multivariate Normal probability density function for multiple inputs

Description

C++ implementation of multivariate Normal probability density function for multiple inputs

Usage

dmvnorm_rcpp(x, mean, varcovM)

Arguments

x

data matrix of dimension p x n, p being the dimension of the data and n the number of data points.

mean

mean vectors matrix of dimension p x n

varcovM

list of length n of variance-covariance matrices, each of dimensions p x p.

Value

matrix of densities of dimension K x n.