dmnorm {QRMlib}R Documentation

Multivariate Normal Density

Description

evaluates multivariate normal density

Usage

dmnorm(x, mu, Sigma, logvalue=FALSE)

Arguments

x matrix with n rows and d columns; density is evaluated at each vector of row values
mu mean vector
Sigma covariance matrix
logvalue should log density be returned; default is FALSE

Value

vector of length n containing values of density or log-density

Author(s)

documentation by Scott Ulman for R-language distribution

See Also

dmt, dmghyp

Examples

### Normal distribution: visualization, simulation, estimation
BiDensPlot(func=dmnorm,mu=c(0,0),Sigma=equicorr(2,-0.7));

[Package QRMlib version 1.4.4 Index]