dlogmultinorm {gmvarkit} | R Documentation |
dlogmultinorm
calculates logarithms of multiple multivariate normal
densities with varying mean and constant covariance matrix.
dlogmultinorm(y, mu, inv_Omega, log_det_Omega)
y |
dimension |
mu |
dimension |
inv_Omega |
inverse of the |
log_det_Omega |
logarithm of the determinant of the covariance matrix Omega. |
Returns a size (T x 1)
vector containing the multinormal densities in logarithm.