bbricks (version 0.1.4)

dGaussian: Density function of Gaussian distribution

Description

Get the density of a set of samples from a (multivariate) Gaussian distribution. For a random vector x, the density function is defined as: $$sqrt(2p{i}^p|Sigma|{)}^{-1}exp(-1/2(x-mu{)}^{T}Sigm{a}^{-1}(x-mu))$$ where p is the dimension of x.

Usage

dGaussian(x, mu, Sigma = NULL, A = NULL, LOG = TRUE)

Arguments

x

matrix, when x is a numeric vector, it will be converted to a matrix with 1 column!

mu

numeric, mean vector.

Sigma

matrix, covariance matrix, one of Sigma and A should be non-NULL.

A

matrix, the Cholesky decomposition of Sigma, an upper triangular matrix, one of Sigma and A should be non-NULL.

LOG

logical, return log density of LOG=TRUE, default TRUE.

Value

A numeric vector.

See Also

rGaussian

Examples

# NOT RUN {
plot(
   dGaussian(x=seq(-5,5,length.out = 1000),mu = 0,Sigma = 1,LOG = FALSE)
   ,type = "l"
)
# }