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Multivariate normal log-probability density function

Source: R/distributions.R
multi_normal_lpdf.Rd

Multivariate normal log-probability density function

Usage

multi_normal_lpdf(x, mean, Sigma, sum = TRUE)

Arguments

x

Vector or matrix of quantiles.

mean

Vector or matrix of means.

Sigma

Covariance matrix.

Value

The sum of the log-density.