dmvnorm_cpp

This function computes the density of a multivariate normal distribution.

internal

Some general helper functions that I and maybe others find useful
when developing data science software. Functionality includes argument
validation, density calculation, sampling, matrix printing, user
interaction, storage helpers and more. The vignettes illustrate use cases.

Lennart Oelschläger

oeli

My Utilities for Developing Data Science Software

dmvnorm_cpp function

<dl><dt>x</dt>
<dd>A <code>numeric</code>, a quantile vector of length <code>p</code>.</dd>
<dt>mean</dt>
<dd>A <code>numeric</code>, the mean vector of length <code>p</code>.</dd>
<dt>Sigma</dt>
<dd>A <code>matrix</code>, the covariance matrix of dimension <code>p</code> x <code>p</code>.</dd>
<dt>log</dt>
<dd>A <code>logical</code>, if <code>TRUE</code> the logarithm of the density value is
returned.
By default, <code>log = FALSE</code>.</dd></dl>

Arguments

Compute density of multivariate normal distribution — dmvnorm_cpp

<dl>

<dt>x</dt>
<dd>A <code>numeric</code>, a quantile vector of length <code>p</code>.</dd>


<dt>mean</dt>
<dd>A <code>numeric</code>, the mean vector of length <code>p</code>.</dd>


<dt>Sigma</dt>
<dd>A <code>matrix</code>, the covariance matrix of dimension <code>p</code> x <code>p</code>.</dd>


<dt>log</dt>
<dd>A <code>logical</code>, if <code>TRUE</code> the logarithm of the density value is
returned.
By default, <code>log = FALSE</code>.</dd>

</dl>

dmvnorm_cpp: Compute density of multivariate normal distribution

Description

Usage

Value

Arguments

Details