dmvnorm

Calculates the log density of a multivariate normal distribution with mean mu and covariance matrix Sigma.

internal

Provide routines for filtering and smoothing, forecasting, sampling and Bayesian analysis of Dynamic Generalized Linear Models using the methodology described in Alves et al. (2024)<doi:10.48550/arXiv.2201.05387> and dos Santos Jr. et al. (2024)<doi:10.48550/arXiv.2403.13069>.

Silvaneo dos Santos Jr.

kDGLM

Bayesian Analysis of Dynamic Generalized Linear Models

Mariane Branco Alves

Hélio dos Santos Migon

dmvnorm function

<dl><dt>x</dt>
<dd>Vector: The value from to which calculate the density.</dd>
<dt>mu</dt>
<dd>Vector: The mean vector</dd>
<dt>Sigma</dt>
<dd>Matrix: The Covariance matrix.</dd></dl>

Arguments

dmvnorm — dmvnorm

<dl>

<dt>x</dt>
<dd>Vector: The value from to which calculate the density.</dd>


<dt>mu</dt>
<dd>Vector: The mean vector</dd>


<dt>Sigma</dt>
<dd>Matrix: The Covariance matrix.</dd>

</dl>

dmvnorm: dmvnorm

Description

Usage

Arguments