dmvnorm {RprobitB}R Documentation

Density of multivariate normal distribution

Description

This function computes the density of a multivariate normal distribution.

Usage

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

Arguments

x

A quantile vector of length n.

mean

The mean vector of length n.

Sigma

The covariance matrix of dimension n x n.

log

A boolean, if TRUE the logarithm of the density value is returned.

Value

The density value.

Examples

x = c(0,0)
mean = c(0,0)
Sigma = diag(2)
dmvnorm(x = x, mean = mean, Sigma = Sigma)
dmvnorm(x = x, mean = mean, Sigma = Sigma, log = TRUE)

[Package RprobitB version 1.1.4 Index]