R: The probability density function for the multivariate normal...

dmnorm {LearnBayes} | R Documentation

## The probability density function for the multivariate normal (Gaussian) probability distribution

### Description

Computes the density of a multivariate normal distribution

### Usage

    dmnorm(x, mean = rep(0, d), varcov, log = FALSE)

### Arguments

`x` | vector of length d or matrix with d columns, giving the coordinates of points where density is to evaluated
`mean` | numeric vector giving the location parameter of the distribution
`varcov` | a positive definite matrix representing the scale matrix of the distribution
`log` | a logical value; if TRUE, the logarithm of the density is to be computed

### Value

vector of density values

### Author(s)

Jim Albert

### Examples

    mu <- c(1,12,2)
    Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3)
    x <- c(2,14,0)
    f <- dmnorm(x, mu, Sigma)

[Package LearnBayes version 2.15 Index]