Gaussian_densities_const_Cpp {sstvars} | R Documentation |
Calculates logs of multivariate Gaussian densities with constant mean and constant covariance matrix AND EXCLUDING the constant term of the density (the constant is calculated and added in R code).
Gaussian_densities_const_Cpp(obs, mean, cholcovmat)
obs |
a |
mean |
the |
cholcovmat |
the |
This function is used in the relative density transition weights with Gaussian regimes.
a numeric vector containing the multivariate Gaussian densities, excluding the constant term.