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.
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
