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momentuHMM (version 1.5.5)

dmvnorm_rcpp: C++ implementation of multivariate Normal probability density function for multiple inputs

Description

C++ implementation of multivariate Normal probability density function for multiple inputs

Usage

dmvnorm_rcpp(x, mean, varcovM)

Value

matrix of densities of dimension K x n.

Arguments

x

data matrix of dimension p x n, p being the dimension of the data and n the number of data points.

mean

mean vectors matrix of dimension p x n

varcovM

list of length n of variance-covariance matrices, each of dimensions p x p.