Dimitris, Thanks for the great code. When the number of rows of X and mu are large, it is probably faster due to R's vectorization. Thanks again. -- View this message in context: http://r.789695.n4.nabble.com/Multivariate-normal-density-in-C-for-R-tp3624602p3625857.html Sent from the R help mailing list archive at Nabble.com.