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

[Karl Ove Hufthammer]

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 Applications of Matrix Derivatives in Multivariate Analysis
Paul S. Dwyer
Journal of the American Statistical Association, Vol. 62, No. 320 (Dec., 1967), p. 1518
Stable URL: http://www.jstor.org/stable/2283811

-- 
Karl Ove Hufthammer