ldmvnorm {sbgcop} | R Documentation |
Computes the log of the multivariate normal density
ldmvnorm(Y, S)
Y |
an n x p matrix |
S |
a p x p positive definite matrix |
This function computes the log density of the data matrix Y
under the model that the rows are independent samples from a
mean-zero multivariate normal distribution with covariance matrix
S
.
A real number.
Peter Hoff
Y<-matrix(rnorm(9*7),9,7) ldmvnorm(Y,diag(7))