dmvn

Evaluate the multivariate normal density.

A C++ library for Bayesian modeling, with an emphasis on Markov
chain Monte Carlo.  Although boom contains a few R utilities (mainly plotting
functions), its primary purpose is to install the BOOM C++ library on your
system so that other packages can link against it.

Steven Scott

Boom

Bayesian Object Oriented Modeling

dmvn function

<dl>
 <dt>y</dt>
<dd>A numeric vector or matrix containing the data whose density
 is desired.</dd>
 <dt>mu</dt>
<dd>The mean of the distribution. A vector.</dd>
 <dt>sigma</dt>
<dd>The variance matrix of the distribution. A matrix.</dd>
 <dt>siginv</dt>
<dd>The inverse of <code>sigma</code>, or <code>NULL</code>. If
 <code>siginv</code> is non-<code>NULL</code> then <code>sigma</code> will not be
 used.</dd>
 <dt>ldsi</dt>
<dd>The log determinant of <code>siginv</code> or <code>NULL</code>.</dd>
 <dt>logscale</dt>
<dd>Logical. If <code>TRUE</code> then the density is returned
 on the log scale. Otherwise the density is returned on the density
 scale.</dd>
</dl>

Arguments

Steven L. Scott <a href="/link/steve.the.bayesian%40gmail.com?package=Boom&version=0.9.15" data-mini-rdoc="Boom::steve.the.bayesian@gmail.com">steve.the.bayesian@gmail.com</a>

Author

Multivariate Normal Density — dmvn

<dl>


 <dt>y</dt>
<dd>A numeric vector or matrix containing the data whose density
 is desired.</dd>


 <dt>mu</dt>
<dd>The mean of the distribution. A vector.</dd>


 <dt>sigma</dt>
<dd>The variance matrix of the distribution. A matrix.</dd>


 <dt>siginv</dt>
<dd>The inverse of <code>sigma</code>, or <code>NULL</code>. If
 <code>siginv</code> is non-<code>NULL</code> then <code>sigma</code> will not be
 used.</dd>


 <dt>ldsi</dt>
<dd>The log determinant of <code>siginv</code> or <code>NULL</code>.</dd>


 <dt>logscale</dt>
<dd>Logical. If <code>TRUE</code> then the density is returned
 on the log scale. Otherwise the density is returned on the density
 scale.</dd>


</dl>

Steven L. Scott <a href='mailto:steve.the.bayesian@gmail.com'>steve.the.bayesian@gmail.com</a>

dmvn: Multivariate Normal Density

Description

Usage

Value

Arguments

Author