MVtParameter-class: Paramter of a multivariate t distribution

In distrEllipse: S4 Classes for Elliptically Contoured Distributions

Paramter of a multivariate t distribution

Description

The class of the parameter of MVt distributions.

Objects from the Class

Objects can be created by calls of the form new("MVtParameter", ...).

Slots

loc:

numeric; center / location of the distribution.

scale:

matrix; the scale matrix; the number of rows of this matrix must be the same as the length of location.

df:

integer; the degrees of freedom.

ncp:

positive real; the non-centrality parameter.

name:

default name is “parameter of a Elliptical distribution”.

Extends

Class "Parameter", directly.
Class "OptionalParameter", by class "Parameter".

Methods

mean

signature(object = "MVnormParameter"): access method for slot location.

sigma

signature(x = "MVnormParameter"): utility function; returns S%*%t(S) for S=scale(x).

ncp

signature(object = "MVnormParameter"): access method for slot ncp.

df

signature(x = "MVnormParameter"): access method for slot df.

Author(s)

Peter Ruckdeschel [e-mail]

See Also

MVtDistribution-class, Parameter-class

Examples

new("MVtParameter")

distrEllipse documentation built on April 4, 2025, 5:19 a.m.