ldmvnorm {sbgcop}

Log Multivariate Normal Density

Description

Computes the log of the multivariate normal density

Usage

ldmvnorm(Y, S)

Arguments

Y

an n x p matrix

S

a p x p positive definite matrix

Details

This function computes the log density of the data matrix Y under the model that the rows are independent samples from a mean-zero multivariate normal distribution with covariance matrix S.

Value

A real number.

Author(s)

Peter Hoff

Examples

Y<-matrix(rnorm(9*7),9,7) 
ldmvnorm(Y,diag(7))