Gaussian_densities_const_Cpp {sstvars} | R Documentation |
Calculate log multivariate Gaussian densities
Description
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).
Usage
Gaussian_densities_const_Cpp(obs, mean, cholcovmat)
Arguments
obs |
a |
mean |
the |
cholcovmat |
the |
Details
This function is used in the relative density transition weights with Gaussian regimes.
Value
a numeric vector containing the multivariate Gaussian densities, excluding the constant term.