Function generator for obtaining the pdf of an mvn object (multivariate normal).

Function generator for obtaining the pdf of an mvn object (multivariate normal).

# S3 method for mvn
density(x, ...)

Arguments

x

The mvn (S3) object to obtain the pdf (density) of

...

Additional arguments to pass into the generated function.

Value

A function that computes the pdf of the mvn distribution. It accepts as input: - obs: vector or matrix of quantiles. when x is a matrix, each row is taken to be a quantile and columns correspond to the number of dimensions, p. - mu: a a vector denoting the population mean. Defaults to the mean of x (an mvn object) - sigma: a matrix denoting the variance-covariance of observations. Defaults to the variance-covariance of x. - log: logical, determines whether to compute the log of the pdf. Defaults to FALSE. - ...: any additional parameters to pass to dmvnorm.