dmnorm {QRMlib} | R Documentation |
evaluates multivariate normal density
dmnorm(x, mu, Sigma, logvalue=FALSE)
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 |
vector of length n containing values of density or log-density
documentation by Scott Ulman for R-language distribution
### Normal distribution: visualization, simulation, estimation BiDensPlot(func=dmnorm,mu=c(0,0),Sigma=equicorr(2,-0.7));