Computing multivariate Gaussian density

`dmnorm` computes the multivariate joint density Gaussian distribution

Usage

dmnorm(y, mu, Sigma, log1 = FALSE)

Arguments

y

a vector (1 x d) or matrix (n x d) of multivariate observations

mu

a vector (1 x d) or matrix (n x d) of multivariate observations

Sigma

variance-covariance matrix (n x d)

log1

TRUE if logaritmith transformation is used. Default is FALSE.

Value

Multivariate joint density Gaussian distribution

Author

Joaquín Martínez-Minaya <jmarminaya@gmail.com>