Re: [R] Multivariate normal density in C for R

2011-06-26 Thread Dimitris Rizopoulos
densities to R. I'm new to putting C in R, but am sure I'll figure it out. Thanks for any suggestions. -- View this message in context: http://r.789695.n4.nabble.com/Multivariate-normal-density-in-C-for-R-tp3624602p3624602.html Sent from the R help mailing list archive at Nabble.com

Re: [R] Multivariate normal density in C for R

2011-06-26 Thread zerfetzen
Dimitris, Thanks for the great code. When the number of rows of X and mu are large, it is probably faster due to R's vectorization. Thanks again. -- View this message in context: http://r.789695.n4.nabble.com/Multivariate-normal-density-in-C-for-R-tp3624602p3625857.html Sent from the R help

Re: [R] Multivariate normal density in C for R

2011-06-26 Thread zerfetzen
.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

Re: [R] Multivariate normal density in C for R

2011-06-26 Thread Dimitris Rizopoulos
))) if (log) fact - 0.5 * (df + p) * log(1 + quad) else exp(fact) * ((1 + quad)^(-(df + p)/2)) } Best, Dimitris -- 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

[R] Multivariate normal density in C for R

2011-06-25 Thread zerfetzen
/Multivariate-normal-density-in-C-for-R-tp3624602p3624602.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