dmvt: Density of the Multivariate t Distribution with Box-Cox...

Description Usage Arguments Value Author(s)

View source: R/plot.R

Description

This function computes the densities at the inputted points of the multivariate t distribution with Box-Cox transformation.

Usage

1
dmvt(x, mu, sigma, nu, lambda, log = FALSE)

Arguments

x

A matrix or data frame of size N x P, where N is the number of observations and P is the dimension. Each row corresponds to one observation.

mu

A numeric vector of length P specifying the mean.

sigma

A matrix of size P x P specifying the covariance matrix.

nu

The degrees of freedom used for the t distribution. If nu=Inf, Gaussian distribution will be used.

lambda

The Box-Cox transformation parameter. If missing, the conventional t distribution without transformation will be used.

log

A logical value. If TRUE then the logarithm of the densities is returned.

Value

A list with the following components:

value

A vector of length N containing the density values.

md

A vector of length N containing the Mahalanobis distances.

Author(s)

Raphael Gottardo <raph@stat.ubc.ca>, Kenneth Lo <c.lo@stat.ubc.ca>


flowClust documentation built on Nov. 8, 2020, 7:34 p.m.