dot-dmvt_arma: Multivariate Student density function

In TruncatedNormal: Truncated Multivariate Normal and Student Distributions

Description

This function returns the log-density for a multivariate Student distribution. The data must be imputed as a matrix, using e.g., as.matrix, with each row representing an observation.

Usage

.dmvt_arma(x, mu, sigma, df, logd = FALSE)

Arguments

x	matrix of observations
mu	location vector
sigma	positive definite scale matrix
df	degrees of freedom
logd	logical; whether log-density should be returned (default to FALSE)

Value

density or log-density of the nrow(x) sample

TruncatedNormal documentation built on Sept. 8, 2021, 5:07 p.m.