NPflow (version 0.13.5)

mvnpdf: 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

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
)