mxt: Matrix Variate t-Distribution

Description Usage Arguments Examples

Description

Functions dmxt and rmxt are for evaluating densities and generating random samples from corresponding matrix variate t-distribution.

Usage

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dmxt(X, df, M = array(0, c(p, m)), U = diag(nrow(M)), V = diag(ncol(M)))

rmxt(n, df, M, U = diag(nrow(M)), V = diag(ncol(M)))

Arguments

X

a (p-by-m) matrix whose density be computed.

df

degrees of freedom.

M

a (p-by-n) mean matrix.

U

a (p-by-p) left spread matrix.

V

an (n-by-n) right spread matrix.

n

the number of samples to be generated.

Examples

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## generate 5 samples from {M,U,V = diag()} of df = 10
st5 = rmxt(5, df=10, M=diag(3))

## evaluate density for the 3rd sample
dmxt(st5[,,3], df=10, M=diag(3))

matdist documentation built on Dec. 8, 2017, 1:05 a.m.

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