mvstlikC: C++ implementation of multivariate skew t likelihood function...

Description Usage Arguments Value Author(s)

View source: R/RcppExports.R

Description

C++ implementation of multivariate skew t likelihood function for multiple inputs

Usage

1
mvstlikC(x, c, clustval, xi, psi, sigma, df, loglik = TRUE)

Arguments

x

data matrix of dimension p x n, p being the dimension of the data and n the number of data points

c

integer vector of cluster allocations with values from 1 to K

clustval

vector of unique values from c in the order corresponding to the storage of cluster parameters in xi, psi, and sigma

xi

mean vectors matrix of dimension p x K, K being the number of clusters

psi

skew parameter vectors matrix of dimension p x K

sigma

list of length K of variance-covariance matrices, each of dimensions p x p.

df

vector of length K of degree of freedom parameters.

loglik

logical flag or returning the log-likelihood instead of the likelihood. Default is TRUE.

Value

a list:

Author(s)

Boris Hejblum


NPflow documentation built on Feb. 6, 2020, 5:15 p.m.