mvtpdf: multivariate Student's t-distribution probability density...

Description Usage Arguments Examples

View source: R/mvtpdf.R

Description

multivariate Student's t-distribution probability density function

Usage

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mvtpdf(x, mean, varcovM, df, Log = TRUE)

Arguments

x

p x n data matrix with n the number of observations and p the number of dimensions

mean

mean vector or list of mean vectors (either a vector, a matrix or a list)

varcovM

variance-covariance matrix or list of variance-covariance matrices (either a matrix or a list)

df

a numeric vector or a list of the degrees of freedom (either a vector or a list)

Log

logical flag for returning the log of the probability density function. Defaults is TRUE.

Examples

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mvtpdf(x=matrix(1.96), mean=0, varcovM=diag(1), df=10000000)
mvnpdf(x=matrix(1.96), mean=0, varcovM=diag(1))

mvtpdf(x=matrix(1.96), mean=0, varcovM=diag(1), df=10)

mvtpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
      mean=c(0, 0), varcovM=diag(2), df=10
)

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