Multivariate normal log-probability density function parameterized by Cholesky factor of correlation matrix — multi_normal_CF_lpdf • BayesRTMB

Multivariate normal log-probability density function parameterized by Cholesky factor of correlation matrix

Usage

multi_normal_CF_lpdf(x, mean, sd, CF_Omega, sum = TRUE)

Arguments

x: Vector or matrix of quantiles.
mean: Vector or matrix of means.
sd: Vector of standard deviations.
CF_Omega: Cholesky factor of the correlation matrix.

Value

The sum of the log-density.