This function computes the density of a multivariate normal distribution.

## Usage

dmvnorm(x, mean, Sigma, log = FALSE)

## Arguments

x

A quantile vector of length n.

mean

The mean vector of length n.

Sigma

The covariance matrix of dimension n x n.

log

A boolean, if TRUE the logarithm of the density value is returned.

## Value

The density value.

## Examples

x = c(0,0)
mean = c(0,0)
Sigma = diag(2)
dmvnorm(x = x, mean = mean, Sigma = Sigma)
#> [1] 0.1591549
dmvnorm(x = x, mean = mean, Sigma = Sigma, log = TRUE)
#> [1] -1.837877