C++ implementation of multivariate Normal probability density function for multiple inputs
dmvnorm_rcpp(x, mean, varcovM)
matrix of densities of dimension K x n
.
data matrix of dimension p x n
, p
being the dimension of the
data and n the number of data points.
mean vectors matrix of dimension p x n
list of length n
of variance-covariance matrices,
each of dimensions p x p
.