6.1.1.1.3. statsmodels.sandbox.archive.linalg_covmat.mvn_loglike

statsmodels.sandbox.archive.linalg_covmat.mvn_loglike(x, sigma)[source]

loglike multivariate normal

assumes x is 1d, (nobs,) and sigma is 2d (nobs, nobs)

brute force from formula no checking of correct inputs use of inv and log-det should be replace with something more efficient