MVtDistribution-class: MVt distribution class

Description Objects from the Class Slots Extends Methods Author(s) See Also Examples

Description

Class MVtDistribution implements multivariate t distributions using code from package mvtnorm. For details to this implementation confer to the references given in this package.

Objects from the Class

Objects could in principle be created by calls to new, but more frequently you would create them via the generating function MVtDistribution.

Slots

img:

Object of class "Reals".

param:

Object of class "MVtParameter".

r:

function with argument n; random number generator

d:

the density of this distribution, dmvt

p:

the (vectorized) function pmvt.

q:

the (vectorized) function qmvt.

radDistr:

an object of class AbscontDistribution with density

dim * choose((dim+df-1)/2, (df-1)/2) * x ^{dim-1} * df^(-dim/2) * (1+x^2/df)^{-(dim+df)/2}

.withArith:

FALSE

.withSim:

FALSE

.logExact:

TRUE

.lowerExact:

TRUE

Symmetry:

object of class "EllipticalSymmetry" about center loc; used internally to avoid unnecessary calculations.

Extends

Class "EllipticalDistribution", directly.
Class "SphericalDistribution", by class "EllipticalDistribution".
Class "MultivariateDistribution", by class "SphericalDistribution". Class "Distribution", by class "MultivariateDistribution".

Methods

sigma

signature(object = "MVtDistribution"): wrapped access method for slot sigma of slot param.

ncp

signature(object = "MVtDistribution"): wrapped access method for slot ncp of slot param.

df

signature(x = "MVtDistribution"): wrapped access method for slot scale of slot param.

Author(s)

Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de

See Also

Package mvtnorm

Examples

1
new("MVtDistribution") ## better use generating function MVtDistribution()


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