dmvnorm: Multivariate Normal Density and Random Deviates - this function is a copy of the
function in the package mvtnorm
Description
These functions provide the density function and a random number generator for
the multivariate normal distribution with mean equal to mean and covariance matrix sigma.
Usage
dmvnorm(x, mean, sigma, log = FALSE)
Arguments
x
Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.
mean
Mean vector, default is rep(0, length = ncol(x)).
sigma
Covariance matrix, default is diag(ncol(x)).
log
Logical; if TRUE, densities d are given as log(d).
Details
This function is copied to birdring from mvtnorm. If you use this function,
please use and cite the original function from the package mvtnorm!
References
Alan Genz, Frank Bretz, Tetsuhisa Miwa, Xuefei Mi,
Friedrich Leisch, Fabian Scheipl, Torsten Hothorn
(2013). mvtnorm: Multivariate Normal and t
Distributions. R package version 0.9-9995. URL
http://CRAN.R-project.org/package=mvtnorm
Alan Genz, Frank Bretz (2009), Computation of
Multivariate Normal and t Probabilities. Lecture Notes
in Statistics, Vol. 195., Springer-Verlage, Heidelberg.
ISBN 978-3-642-01688-2
See Also
see functions and documentations in the package mvtnorm