ldmvnorm

Computes the log of the multivariate normal density

multivariate

distribution

Estimation and inference for parameters
in a Gaussian copula model,
treating the univariate marginal distributions as nuisance
parameters as described in Hoff (2007) <doi:10.1214/07-AOAS107>.
This package also provides a
semiparametric imputation procedure for missing multivariate
data.

Peter Hoff

sbgcop

Semiparametric Bayesian Gaussian Copula Estimation and
Imputation

ldmvnorm function

<dl><dt>Y</dt>
<dd>an n x p matrix</dd>
<dt>S</dt>
<dd>a p x p positive definite matrix</dd></dl>

Arguments

Author

Log Multivariate Normal Density — ldmvnorm

<dl>

<dt>Y</dt>
<dd>an n x p matrix</dd>


<dt>S</dt>
<dd>a p x p positive definite matrix</dd>

</dl>

ldmvnorm: Log Multivariate Normal Density

Description

Usage

Value

Arguments

Author

Details

Examples