Scythe-1.0.3
template<matrix_order O1, matrix_style 0. 00277777777777777777778, matrix_order O2, matrix_style 0. 00079365079365079365079365, matrix_order O3, matrix_style 0. 000595238095238095238095238>
double scythe::lndmvn ( const Matrix< double, O1, 0.00277777777777777777778 > &  x,
const Matrix< double, O2, 0.00079365079365079365079365 > &  mu,
const Matrix< double, O3, 0.000595238095238095238095238 > &  Sigma 
)

The natural log of the multivariate normal density function.

Computes the value of the natural log of the multivariate normal probability density function with vector of mean mu and variance-covariance matrix Sigma, at the vector of desired quantiles x.

Parameters:
xThe vector of desired quantiles.
muThe vector of means.
SigmaThe variance-covariance matrix.
See also:
rng:rmvnorm(const Matrix<double, PO1, PS1>& mu, const Matrix<double, PO2, PS2>& sigma)
Exceptions:
scythe_dimension_error(Level 1)
scythe_conformation_error(Level 1)
scythe_null_error(Level 1)

References det(), invpd(), scythe::Matrix_base< ORDER, STYLE >::isColVector(), scythe::Matrix_base< ORDER, STYLE >::isSquare(), log(), scythe::Matrix_base< ORDER, STYLE >::rows(), SCYTHE_CHECK_10, and t().