C++ implementation of multivariate Normal probability density function for multiple inputs
mvnlikC(x, c, clustval, mu, sigma, loglik = TRUE)a list:
"indiv":vector of likelihood of length n;
"clust":vector of likelihood of length K;
"total":total (log)-likelihood;
data matrix of dimension p x n, p being the dimension of the data and n the number of data points
integer vector of cluster allocations with values from 1 to K
vector of unique values from c in the order corresponding to
the storage of cluster parameters in xi, psi, and varcovM
mean vectors matrix of dimension p x K, K being the number of clusters
list of length K of variance-covariance matrices,
each of dimensions p x p.
logical flag or returning the log-likelihood instead of the likelihood.
Default is TRUE.
Boris Hejblum