Centered / Centered matrix multivariate normal log-probability density function

Centered / Centered matrix multivariate normal log-probability density function

Usage

centered_multi_normal_lpdf(x, sigma, K = NULL)

Arguments

x

Vector or matrix of quantiles. If a matrix, it assumes each column sums to zero.

sigma

Standard deviation parameter. Can be a scalar, or a vector of length ncol(x) if x is a matrix.

K

Dimension. If NULL, inferred from the length or nrow of x.

Value

The log-density.