Log density of a multivariate normal at every row of X (hmgmm)

Log density of a multivariate normal at every row of X (hmgmm)

Usage

morie_gmm_log_pdf(X, mu, Sigma)

Arguments

X

Points (m, d).

mu

Mean vector.

Sigma

Covariance (d, d).

Value

Numeric vector length m.

Examples

set.seed(1)
X <- matrix(rnorm(20), 10, 2)
morie_gmm_log_pdf(X, mu = c(0, 0), Sigma = diag(2))
#>  [1] -3.176840 -1.930728 -2.379985 -5.562785 -2.524900 -2.175471 -1.956802
#>  [8] -2.555852 -2.340841 -2.060867