log_t: Log Student's t distribution

dlogtR Documentation

Log Student's t distribution

Description

Density, distribution, and quantile function for the log t distribution, whose logarithm has degrees of freedom df, mean location, and standard deviation scale.

Usage

dlogt(x, df, location = 0, scale = 1)

plogt(q, df, location = 0, scale = 1)

qlogt(p, df, location = 0, scale = 1)

Arguments

x, q

Vector of quantiles

df

Degrees of freedom, greater than zero

location

Location parameter

scale

Scale parameter, greater than zero

p

Vector of probabilities

Details

If \log(Y) \sim t_\nu(\mu, \sigma^2), then Y has a log t distribution with location \mu, scale \sigma, and df \nu.

The mean and all higher moments of the log t distribution are undefined or infinite.

If df = 1 then the distribution is a log Cauchy distribution. As df tends to infinity, this approaches a log Normal distribution.

Value

dlogt() gives the density, plogt() gives the distribution function, qlogt() gives the quantile function.


multinma documentation built on May 31, 2023, 5:46 p.m.