dtdf: Density of matrix t distribution with vector degrees of...

Description Usage Arguments Details Value Examples

Description

Density of matrix t distribution with vector degrees of freedom

Usage

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dtdf(X, M = matrix(0, nrow = length(a), ncol = ncol(B)), B = diag(1),
  a = rep(1, 2), A = diag(length(a)))

Arguments

X

matrix-point, argument for density function

M

matrix of expected values (r x s)

B

among-column scale covariance matrix for underlying standard normal (s x s)

a

vector of degrees of freedom for underlying gamma Bellman distribution (r x 1)

A

scale matrix for underlying gamma Bellman distribution (r x r)

Details

Density of matrix t distribution with vector degrees of freedom. The distribution is described in Shvedov generalisation of Algorithm by Alexey Balaev

Value

scalar, value of density function

Examples

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d <- dtdf(X = matrix(1, nrow=3, ncol=1), a = c(1, 2, 3))
d

bdemeshev/vectordf documentation built on May 12, 2019, 9:40 a.m.