The log-likelihood function for a point in the multivariate Normal (MVN) distribution.
pNorm(x, mu, Sigma, is_sympd = TRUE)
the normalised log-likelihood of x in a MVN distribution with parameters mu, Sigma.
- vector; the sample to calculate the log likelihood of.
- vector; the mean parameter of the MVN distribution.
- matrix; the covariance matrix of the MVN distribution.
- boolean; is the covariance matrix positive definite ( calculations are faster if this is the case).