R: multivariate-Normal probability density function

mvnpdf {NPflow} | R Documentation

## multivariate-Normal probability density function

### Description

multivariate-Normal probability density function

### Usage

    mvnpdf(x, mean, varcovM, Log = TRUE)

### Arguments

`x` | p x n data matrix with n the number of observations and p the number of dimensions
`mean` | mean vector or list of mean vectors (either a vector, a matrix or a list)
`varcovM` | variance-covariance matrix or list of variance-covariance matrices (either a matrix or a list)
`Log` | logical flag for returning the log of the probability density function. Defaults is `TRUE`.

### Author(s)

Boris P. Hejblum

### See Also

`mvnpdf`, `mmvnpdfC`

### Examples

    mvnpdf(x=matrix(1.96), mean=0, varcovM=diag(1), Log=FALSE)
    dnorm(1.96)

    mvnpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
          mean=c(0, 0), varcovM=diag(2), Log=FALSE
    )

[Package NPflow version 0.13.3 Index]