dtellipt: Density of elliptical vectors subject to a linear constraint

In mig: Multivariate Inverse Gaussian Distribution

Density of elliptical vectors subject to a linear constraint

Description

Compute the density of multivariate Student-t or Gaussian \boldsymbol{x} with location vector mu, scale matrix sigma and df (integer) degrees of freedom subject to the linear constraint \boldsymbol{\beta}^\top\boldsymbol{x} > \delta. Negative degrees of freedom or values larger than 1000 imply Gaussian vectors are generated instead.

Usage

dtellipt(x, beta, mu, sigma, df, delta = 0, log = FALSE)

Arguments

beta	d vector of linear constraints
mu	location vector
sigma	scale matrix
df	degrees of freedom argument
delta	buffer; default to zero
log	logical; if TRUE, return the log density

Value

an n by d matrix of random vectors

mig documentation built on April 11, 2025, 5:45 p.m.