sizeparam_t_distn: Calculates the size paramater for a d-dimensional...
In SyScSelection: Systematic Scenario Selection for Stress Testing
Description
Usage
Arguments
Value
Examples
View source: R/sizeparam_t_distn.R
Description
Calculates the size paramater for a d-dimensional hyperellipsoid conforming to a Student's t distribution.
Usage
1
sizeparam_t_distn(prob, d, nu)
Arguments
prob
The target probability threshold
d
Number of dimensions in the multivariate distribution
nu
Degrees of freedom parameter for the t distribution
Value
The appropriate (scalar) size parameter
Examples
1
sizeparam_t_distn(0.95, 6, 5)
SyScSelection documentation built on Oct. 26, 2020, 5:08 p.m.
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Description Usage Arguments Value Examples
View source: R/sizeparam_t_distn.R
Description
Calculates the size paramater for a d-dimensional hyperellipsoid conforming to a Student's t distribution.
Usage
1 | sizeparam_t_distn(prob, d, nu)
|
Arguments
prob |
The target probability threshold |
d |
Number of dimensions in the multivariate distribution |
nu |
Degrees of freedom parameter for the t distribution |
Value
The appropriate (scalar) size parameter
Examples
1 | sizeparam_t_distn(0.95, 6, 5)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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