dmvNorm: Multivariate Normal density function
Description
Proability density function of a n-variate normal distribution
Usage
dmvNorm(x, Mu, Sigma, SigmaInv)
Value
the probability density of a n-variate normal distribution with mean vector Mu and covariance Sigma evaluated at x.
Arguments
- x
n-dimensional vector.
- Mu
n-dimensional mean vector.
- Sigma
n-dimensional covariance matrix.
- SigmaInv
n-dimensional precision matrix.