dmvnorm:
Log density of a multivariate normal distribution
Description
This returns the important bits of the log of a multivariate normal
distribution, for use in Metropolis-Hastings ratios. One of these
functions you wish they would just include in base so you don't have to
keep rolling your own or calling some other package.
Usage
dmvnorm(x, mu, Sigma)
Arguments
x
A length p vector at which you would like the density to be evaluated
mu
A length p vector which is the mean of the MV normal
Sigma
A p x p matrix for the covariance of the MV normal