Skip to contents

Multivariate normal log density using a precomputed upper-Cholesky factor (R such that Sigma = t(R) %*% R, i.e. chol(Sigma)).

Source: R/density_estimator.R
dmvnorm_chol.Rd

Multivariate normal log density using a precomputed upper-Cholesky factor (R such that Sigma = t(R) %*% R, i.e. chol(Sigma)).

Usage

dmvnorm_chol(x, mean, R, log = TRUE)