dmvnorm function

Density of multivariate normal distribution

This function computes the density of a multivariate normal distribution.

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.

Returns

The density value.

Examples

x = c(0,0)
mean = c(0,0)
Sigma = diag(2)
dmvnorm(x = x, mean = mean, Sigma = Sigma)
dmvnorm(x = x, mean = mean, Sigma = Sigma, log = TRUE)