# dcmvnorm

0th

Percentile

##### Density of a (conditional) multivariate normal variate

Density of a (conditional) multivariate normal variate

Keywords
distribution
##### Usage
dcmvnorm(x, mean = 0, V = 1, keep=1, cond=(1:length(x))[-keep], log=FALSE)
##### Arguments
x

vector of observations

mean

vector of means

V

covariance matrix

keep

vector of integers: observations for which density is required

cond

vector of integers: observations to condition on

log

if TRUE, density p is given as log(p)

numeric

• dcmvnorm
##### Examples
# NOT RUN {
V1<-cbind(c(1,0.5), c(0.5,1))
dcmvnorm(c(0,2), c(0,0), V=V1, keep=1, cond=2)
# density of x=0 conditional on x=2 given
# x ~ MVN(c(0,0), V1)

dcmvnorm(c(0,2), c(0,0), V=V1, keep=1, cond=NULL)
# density of x=0 marginal to x
dnorm(0,0,1)
# same as univariate density

V2<-diag(2)
dcmvnorm(c(0,2), c(0,0), V=V2, keep=1, cond=2)
# density of x=0 conditional on x=2 given
# x ~ MVN(c(0,0), V2)
dnorm(0,0,1)
# same as univariate density because V2 is diagonal
# }

Documentation reproduced from package MCMCglmm, version 2.29, License: GPL (>= 2)

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