Function reference

All functions

invC()

Compute the inverse of a matrix

log_par()

logarithm with parallel

log_seq()

logarithm sequentiel

mvnpdfC() mvnpdf() mvnpdf_invC() mvnpdfoptim() mvnpdfsmart()

Based on the implementation from Nino Hardt and Dicko Ahmadou http://gallery.rcpp.org/articles/dmvnorm_arma/ (accessed in August 2014)

plot(<mvnpdf>)

Plot of the mvnpdf function