dmvt0: The density of the multivariate t distribution

In ADtools: Automatic Differentiation Toolbox

Description

The density of the multivariate t distribution

Usage

dmvt0(x, delta, sigma, df = 1, log = TRUE)

Arguments

x	vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.
delta	the vector of noncentrality parameters.
sigma	numeric matrix; scale matrix.
df	degress of freedom.
log	logical; whether to return log density value.

Examples

n <- 10
d <- 3
sigma <- crossprod(randn(d, d))
x <- rmvt0(n, sigma = sigma, df = 2)
dmvt0(x, delta = numeric(d), sigma = sigma, df = 2)

ADtools documentation built on Nov. 9, 2020, 5:09 p.m.