Function that evaluates the multivariate normal distribution with local parameters
mvnorm_eval(eval_points, loc_mean, loc_sd, loc_cor, pairs)A matrix of grid points
A matrix of local means, one row per grid point, one column per component
A matrix of local standard deviations, one row per grid point, one column per component
A matrix of local correlations, one row per grid point, on column per pair of variables
A data frame specifying the components that make up each pair,
Takes in a grid, where we want to evaluate the multivariate normal, and in each grid point we have a new set of parameters.