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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# dstd Density for the Student-t Distribution
# pstd Probability function for the Student-t Distribution
# qstd Quantile function for the Student-t Distribution
# rstd Random Number Generator for the Student-t
################################################################################
dstd <-
function(x, mean = 0, sd = 1, nu = 5, log = FALSE)
{
# A function implemented by Diethelm Wuertz
# Description:
# Compute the density for the
# Student-t distribution.
# FUNCTION:
# Params:
if (length(mean) == 3) {
nu = mean[3]
sd = mean[2]
mean = mean[1]
}
# Compute Density:
s = sqrt(nu/(nu-2))
z = (x - mean) / sd
result = dt(x = z*s, df = nu) * s / sd
# Log:
if(log) result = log(result)
# Return Value:
result
}
# ------------------------------------------------------------------------------
pstd <-
function (q, mean = 0, sd = 1, nu = 5)
{
# A function implemented by Diethelm Wuertz
# Description:
# Compute the probability for the
# Student-t distribution.
# FUNCTION:
# Compute Probability:
s = sqrt(nu/(nu-2))
z = (q - mean) / sd
result = pt(q = z*s, df = nu)
# Return Value:
result
}
# ------------------------------------------------------------------------------
qstd <-
function (p, mean = 0, sd = 1, nu = 5)
{
# A function implemented by Diethelm Wuertz
# Description:
# Compute the quantiles for the
# Student-t distribution.
# FUNCTION:
# Compute Quantiles:
s = sqrt(nu/(nu-2))
result = qt(p = p, df = nu) * sd / s + mean
# Return Value:
result
}
# ------------------------------------------------------------------------------
rstd <-
function(n, mean = 0, sd = 1, nu = 5)
{
# A function implemented by Diethelm Wuertz
# Description:
# Generate random deviates from the
# Student-t distribution.
# FUNCTION:
# Generate Random Deviates:
s = sqrt(nu/(nu-2))
result = rt(n = n, df = nu) * sd / s + mean
# Return Value:
result
}
################################################################################
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