I am very new to statistical computing but have a need to convert an R script to Julia to mitigate high memory usage and performance challenges. I have been able to clean up quite a bit so far but the below is a sticking point (until the next one…)
There is a call to dmnorm in the script which doesn’t appear to have a direct Julia translation (dnorm is found in Distributions.jl as dnorm(x, mu, sig) = pdf(Normal(mu, sig), x)) but there is no dmnorm equivalent that I’ve found.
Would anyone have suggestions? I’m hoping I’m missing a package reference as writing my own would be too risky on this (translation of the R would be a possibility if I knew R well enough).