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 |
mean |
The mean vector of length |
Sigma |
The covariance matrix of dimension |
log |
A boolean, if |
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]