MultiStudentT: The Multivariate Student-t Distribution

In brms: Bayesian Regression Models using 'Stan'

The Multivariate Student-t Distribution

Description

Density function and random generation for the multivariate Student-t distribution with location vector mu, covariance matrix Sigma, and degrees of freedom df.

Usage

dmulti_student_t(x, df, mu, Sigma, log = FALSE, check = FALSE)

rmulti_student_t(n, df, mu, Sigma, check = FALSE)

Arguments

x	Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.
df	Vector of degrees of freedom.
mu	Location vector with length equal to the number of dimensions.
Sigma	Covariance matrix.
log	Logical; If TRUE, values are returned on the log scale.
check	Logical; Indicates whether several input checks should be performed. Defaults to FALSE to improve efficiency.
n	Number of draws to sample from the distribution.

Details

See the Stan user's manual https://mc-stan.org/documentation/ for details on the parameterization

brms documentation built on Sept. 23, 2024, 5:08 p.m.