Multivariate Normal Density of Theta1 | Theta2

Provided for Random Walk Metropolis algorithm

qfun(theta1, theta2, nu)

Arguments

theta1	Vector of current quantiles
theta2	Vector for mean parameter
nu	Either a single numeric value for the covariance matrix, or a vector for the diagonal

Value

Multivariate normal density vector log-transformed

References

Alan Genz, Frank Bretz, Tetsuhisa Miwa, Xuefei Mi, Friedrich Leisch, Fabian Scheipl and Torsten Hothorn (2019). mvtnorm: Multivariate Normal and t Distributions

Examples

qfun(0, 0, 1)
#> [1] -0.9189385
log(1/sqrt(2*pi))
#> [1] -0.9189385