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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.