R: C++ implementation of multivariate Normal probability density...

mvnlikC {NPflow} | R Documentation

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

### Description

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

### Usage

    mvnlikC(x, c, clustval, mu, sigma, loglik = TRUE)

### Arguments

`x` | data matrix of dimension p x n, p being the dimension of the data and n the number of data points
`c` | integer vector of cluster allocations with values from 1 to K
`clustval` | vector of unique values from c in the order corresponding to the storage of cluster parameters in `xi`, `psi`, and `varcovM`
`mu` | mean vectors matrix of dimension p x K, K being the number of clusters
`sigma` | list of length `K` of variance-covariance matrices, each of dimensions `p x p`.
`loglik` | logical flag or returning the log-likelihood instead of the likelihood. Default is `TRUE`.

### Value

a list:

- `"indiv"`: vector of likelihood of length n;

- `"clust"`: vector of likelihood of length K;

- `"total"`: total (log)-likelihood;

### Author(s)

Boris Hejblum

[Package NPflow version 0.13.3 Index]