dlogmultinorm {gmvarkit} | R Documentation |
Calculate logarithms of multiple multivariate normal densities with varying mean and constant covariance matrix
Description
dlogmultinorm
calculates logarithms of multiple multivariate normal
densities with varying mean and constant covariance matrix.
Usage
dlogmultinorm(y, mu, inv_Omega, log_det_Omega)
Arguments
y |
dimension |
mu |
dimension |
inv_Omega |
inverse of the |
log_det_Omega |
logarithm of the determinant of the covariance matrix Omega. |
Value
Returns a size (T x 1)
vector containing the multinormal densities in logarithm.
[Package gmvarkit version 2.1.3 Index]