Re: [R] The gradient of a multivariate normal density with respect toits parameters

Ravi Varadhan: > You may want to look at the paper by Dwyer on "Some applications of matrix > derivatives in multivariate analysis" (JASA 1967), especially the Table 2 > on p. 617. Thanks! That’s a *very* useful paper. Note there also is a small corrigenda available: Corrigenda: Some Applicatio

Re: [R] The gradient of a multivariate normal density with respect toits parameters

dhan.h tml -Original Message- From: Karl Ove Hufthammer [mailto:karl.huftham...@math.uib.no] Sent: Monday, June 22, 2009 12:12 PM To: r-h...@stat.math.ethz.ch Cc: Ravi Varadhan Subject: Re: [R] The gradient of a multivari