dmunorm {mcsm} | R Documentation |
This function computes the density of the multivariate normal distribution N(mu,sig) in either natural or logarithmic scales.
dmunorm(x, mu, sig, log = FALSE)
x |
Running argument of the density |
mu |
Mean mu of the normal distribution |
sig |
Covariance matrix sig of the normal distribution |
log |
Boolean describing whether or not the output is in logarithmic scales |
This function returns a real number corresponding to the density in x in either natural or logarithmic scales.
This function is fragile in that it does not test for
sig
is a square matrix,
x
, mu
, sig
sig
It is therefore prone to fail if those conditions are not satified! If the package mvtnorm
is
installed, the function dmvnorm
should be used instead.
Christian P. Robert and George Casella
Chapter 8 of EnteR Monte Carlo Statistical Methods
dmunorm(c(1,2),c(1,2),diag(rep(1,2)))-1/(2*pi) # Should be equal to zero!