Description Usage Arguments Value Author(s)
This function computes the densities at the inputted points of the multivariate t distribution with Box-Cox transformation.
1 |
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
|
lambda |
The Box-Cox transformation parameter. If missing, the conventional t distribution without transformation will be used. |
log |
A logical value. If |
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. |
Raphael Gottardo <raph@stat.ubc.ca>, Kenneth Lo <c.lo@stat.ubc.ca>
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