On Fri, 2 Mar 2007 12:08:20 +0100, Ingmar Visser wrote: IV> Dear List, IV> Is there an R-function that computes vectorized densities of the IV> multivariate normal distribution, ie vectorized in x, mean and sigma? IV> IV> That is, a function that takes eg: IV> IV> x <- matrix(0,3,2) IV> y <- matrix(1:6,3)-3 IV> sig <- array(c(1,0,0,1,1,0.1,0.1,1,1,0.3,0.3,1),c(2,2,3)) IV> IV> > x IV> [,1] [,2] IV> [1,] 0 0 IV> [2,] 0 0 IV> [3,] 0 0 IV> > y IV> [,1] [,2] IV> [1,] -2 1 IV> [2,] -1 2 IV> [3,] 0 3 IV> > sig IV> , , 1 IV> IV> [,1] [,2] IV> [1,] 1 0 IV> [2,] 0 1 IV> IV> , , 2 IV> IV> [,1] [,2] IV> [1,] 1.0 0.1 IV> [2,] 0.1 1.0 IV> IV> , , 3 IV> IV> [,1] [,2] IV> [1,] 1.0 0.3 IV> [2,] 0.3 1.0 IV> IV> and then returns a vector with elements: IV> IV> dmvnorm(x[i,],y[i,],sig[,,i]) IV> IV> And/or is there another efficient of computing these without using IV> loops: IV> for(i in 1:3) print(dmvnorm(x[i,],y[i,],sig[,,i])) IV>
a partial answer: dmnorm() in package mnormt is vectorized for x, not for mean and covariance; dmvnorm() in package mvtnorm works similarly -- Adelchi Azzalini <[EMAIL PROTECTED]> Dipart.Scienze Statistiche, Università di Padova, Italia tel. +39 049 8274147, http://azzalini.stat.unipd.it/ ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
