Just taking bivariate normal (X1, X2)
as an example, by passing in x = (0, 0)
, you get P(X1 = 0, X2 = 0)
which is a single value. Why do you expect to get a vector?
If you want a vector, you need to pass in a matrix. For example, x = cbind(c(0,1), c(0,1))
gives
P(X1 = 0, X2 = 0) P(X1 = 1, X2 = 1)
In this situation, each row of the matrix is processed in parallel.