lndMvn {bayesm} | R Documentation

## Compute Log of Multivariate Normal Density

### Description

`lndMvn` computes the log of a Multivariate Normal Density.

### Usage

    lndMvn(x, mu, rooti)

### Arguments

`x` | density ordinate
`mu` | mu vector
`rooti` | inv of Upper Triangular Cholesky root of Sigma

### Details

z ~ N(mu,Σ)

### Value

log density value

### Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

### Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

### References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 2.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

### See Also

`lndMvst`

### Examples

    ##
    Sigma=matrix(c(1,.5,.5,1),ncol=2)
    lndMvn(x=c(rep(0,2)),mu=c(rep(0,2)),rooti=backsolve(chol(Sigma),diag(2)))

[Package bayesm version 2.0-8 Index]