dtmvt: Density function for the truncated multivariate Student...

Description Usage Arguments See Also

View source: R/tmvt.R

Description

This function returns the (log)-density of a matrix x of observations lying in the interval [lb, ub].

Usage

1
dtmvt(x, mu, sigma, df, lb, ub, type = c("mc", "qmc"), log = FALSE, B = 10000)

Arguments

x

vector or matrix of quantiles

mu

vector of location parameters

sigma

scale matrix

df

degrees of freedom

lb

vector of lower truncation limits

ub

vector of upper truncation limits

type

string, either of mc or qmc for Monte Carlo and quasi Monte Carlo, respectively

log

logical; if TRUE, probabilities and density are given on the log scale.

B

number of replications for the (quasi)-Monte Carlo scheme

See Also

tmvt


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