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varcov
2010 Apr 12
1
Strange results from Multivariate Normal Density
...e value returned (which is what I would
expect). I've been interpreting this as the joint density of all values in
the x vector (which is what I want). Should a vector of densities be
returned, and if so, to what do they correspond?
Second, and far more concerning, when I enter the following:
varcov1 <- array(0,dim=c(2,2))
varcov1[1,1] <- 0.4891125
varcov1[2,2] <- 0.4891125
varcov1[1,2] <- 0.5
varcov1[2,1] <- 0.5
varcov1
dmnorm(c(0.930315,-0.8706811),mean=c(1.109568,6.648583),varcov1)
The result is an infinite density, which seems unlikely. For instance, the
second value...