Description Usage Arguments Details Value Author(s) See Also Examples
Creates an object representing a multivariate non-centered t-distribution.
1 2 | mtdistribution(expectation = c(0,0), degreesoffreedom = 10000,
P = diag(length(expectation)))
|
expectation |
A vector of length at least 2 specifying the expectation of the distribution. By default, the vector (0,0). |
degreesoffreedom |
The degrees of freedom parameter. |
P |
A matrix of size k\times k, where k is the length of the
expectation vector. |
If μ is the expectation, ν the degrees of freedom, P is the last parameter, and k the dimension, then the probability density function is proportional to
f(x)=\exp(ν + (x-μ)^tP(x-μ))^{-(ν+k)/2}
A multivariate t-distribution.
Petter Mostad <mostad@chalmers.se>
1 2 3 | plot(mtdistribution())
plot(mtdistribution(c(1,2,3), 3))
plot(mtdistribution(c(1,2), 3, matrix(c(1, 0.5, 0.5, 1), 2, 2)))
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.