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Modalclust (version 0.2)

mydmvnorm: Calculate Density of Multivariate Normal for diagonal covariance

Description

Faster calculation of density of multivariate normal with diagonal covariance matrix

Usage

mydmvnorm(x, mean, sigmasq)

Arguments

x
The input data
mean
The vector of mean values
sigmasq
The variance of each dimension. Assume the variance are the same for all dimensions.