IIRC, package mvtnorm will allow an X matrix, but requires mu to be a vector, so although it's close, it won't do it all...but all suggestions are well received.
Dimitrius, you don't happen to have the multivariate t form of that function, do you? -- View this message in context: http://r.789695.n4.nabble.com/Multivariate-normal-density-in-C-for-R-tp3624602p3626127.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org 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.
