dmvnorm_cpp {oeli}R Documentation

Compute density of multivariate normal distribution

Description

This function computes the density of a multivariate normal distribution.

Usage

dmvnorm_cpp(x, mean, Sigma, log = FALSE)

Arguments

x

A numeric, a quantile vector of length p.

mean

A numeric, the mean vector of length p.

Sigma

A matrix, the covariance matrix of dimension p x p.

log

A logical, if TRUE the logarithm of the density value is returned. By default, log = FALSE.

Details

This function performs no input checks. See dmvnorm for the version with input checks.

Value

A numeric, the density value.


[Package oeli version 0.5.2 Index]