dlogmultinorm

dimension \((T x k)\) matrix where each row is a k-dimensional random vector

dimension \((T x k)\) matrix where each row is the mean of the k-dimensional
random vector in corresponding row of <code>y</code>.

the \((k x k)\) covariance matrix Omega.

Omega

<code>dlogmultinorm</code> calculates logarithms of multiple multivariate normal
 densities with varying mean and constant covariance matrix.

Unconstrained and constrained maximum likelihood estimation of structural and reduced form
Gaussian mixture vector autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics,
simulations, forecasting, and estimation of generalized impulse response function.
Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) <doi:10.1016/j.jeconom.2016.02.012>,
Savi Virolainen (2020) <arXiv:2007.04713>.

dlogmultinorm: Calculate logarithms of multiple multivariate normal densities with varying mean and constant covariance matrix

Description

Usage

Arguments

Value