studentdistribution: Student (T) Distribution

In rjd3toolkit: Utility Functions Around 'JDemetra+ 3.0'

Student (T) Distribution

Description

Probability Density Function (PDF), Cumulative Density Function (CDF) and generation of random variables following a Student distribution.

Usage

density_t(df, x)

cdf_t(df, x)

random_t(df, n)

Arguments

df	degrees of freedom.
x	vector of quantiles.
n	number of observations.

Value

Functions density_XXX and cdf_XXX return numeric vectors of same length as x. Function random_XXX returns a numeric vector of length n

Examples

# Probability density function of T with 2 degrees of freedom.
z <- density_t(df = 2, .01 * seq(-100, 100, 1))
# Generating a random vector with each component drawn from a T(2) distribution
z <- random_t(2, 100)
# Computing the probability that the random variable X following a T distribution
# with df degrees of freedom is lower than x
z <- cdf_t(df = 12, x = 1.2)
z
z <- cdf_t(df = 12, x = c(0:10)) # array of values
z

rjd3toolkit documentation built on Sept. 21, 2026, 5:06 p.m.