dmvnorm {kDGLM}R Documentation

dmvnorm

Description

Calculates the log density of a multivariate normal distribution with mean mu and covariance matrix Sigma.

Usage

dmvnorm(x, mu, Sigma)

Arguments

x

Vector: The value from to which calculate the density.

mu

Vector: The mean vector

Sigma

Matrix: The Covariance matrix.


[Package kDGLM version 1.2.0 Index]