dmvnorm_diag

mean

<p>vector containing diagonal covariance matrix</p>

sigma

<p>Alternative to <code>mvtnorm::dmvnorm</code></p>

A collection of sparse and regularized discriminant analysis
methods intended for small-sample, high-dimensional data sets. The package
features the High-Dimensional Regularized Discriminant Analysis classifier
from Ramey et al. (2017) <arXiv:1602.01182>. Other classifiers include
those from Dudoit et al. (2002) <doi:10.1198/016214502753479248>, Pang et
al. (2009) <doi:10.1111/j.1541-0420.2009.01200.x>, and Tong et al. (2012)
<doi:10.1093/bioinformatics/btr690>.

Max Kuhn

dmvnorm_diag: Computes multivariate normal density with a diagonal covariance matrix

Description

Usage

Arguments

Value