VBmix (version 0.3.2)

mvnradiusdensity:

Description

get densities of a set of squared radii, i.e. obtained from a Mahalanobis distance computed externally wrt an inverse covariance matrix.

Usage

mvnradiusdensity(cov, radii)

Arguments

cov

Covariance matrix from which we compute the determinant.

radii

Radii wrt which we directly take the density values.

Value

numeric vector containing densities.

See Also

mvngen mvndensity

Examples

temp <- mvngen(c(0, 0), diag(2), 5)
R <- chol(solve(diag(2))) 
# trivial here, as Cholesky R of I(-1) is I
temp <- temp <!-- %*% t(R) %*% R %*% t(temp) -->
mvnradiusdensity(diag(2), diag(temp))