multivariate-Normal probability density function — mvnpdf • NPflow

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.

See also

mvnpdf, mmvnpdfC

Author

Boris P. Hejblum

Examples


mvnpdf(x=matrix(1.96), mean=0, varcovM=diag(1), Log=FALSE)
#> [1] 0.05844094
dnorm(1.96)
#> [1] 0.05844094

mvnpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
      mean=c(0, 0), varcovM=diag(2), Log=FALSE
)
#> [1] 0.003415344