ddmvt: The Multivariate t-Distribution

In EMMIXskew: The EM Algorithm and Skew Mixture Distribution

Description

Density and random generation for Multivariate t-distributions with mean vector mean, covariance matrix cov, and degrees of freedom nu.

Usage

ddmvt(dat,n, p, mean, cov, nu)
rdmvt(    n, p, mean, cov, nu)

Arguments

dat	An n by p numeric matrix, the dataset
n	An integer, the number of observations
p	An integer, the dimension of data
mean	A length of p vector, the mean
cov	A p by p matrix, the covariance
nu	A positive number, the degrees of freedom

Value

ddmvt gives the density values; rdmvt generates the random numbers

See Also

rdemmix,ddmvn,ddmsn, ddmst,rdmvn,rdmsn, rdmst.

Examples

n <- 100
p <- 2

mean   <- rep(0,p)
cov    <- diag(p)
nu     <-  3

set.seed(3214)

x   <- rdmvt(    n,p,mean,cov,nu)

den <- ddmvt(x  ,n,p,mean,cov,nu)

EMMIXskew documentation built on May 2, 2019, 11:07 a.m.