dmvt <-
function (x, mu, Sigma, df, log = FALSE) {
if (!is.numeric(x))
stop("'x' must be a numeric matrix or vector")
if (!is.matrix(x))
x <- rbind(x)
p <- length(mu)
if (!all(dim(Sigma) == c(p, p)) || ncol(x) != p)
stop("incompatible arguments")
ed <- eigen(Sigma, symmetric = TRUE)
ev <- ed$values
if (!all(ev >= -1e-06 * abs(ev[1])))
stop("'Sigma' is not positive definite")
ss <- x - rep(mu, each = nrow(x))
inv.Sigma <- ed$vectors %*% (t(ed$vectors) / ev)
quad <- rowSums((ss %*% inv.Sigma) * ss) / df
fact <- lgamma((df + p)/2) - lgamma(df/2) - 0.5 * (p * (log(pi) + log(df)) + sum(log(ev)))
if (log)
fact - 0.5 * (df + p) * log(1 + quad)
else
exp(fact) * ((1 + quad)^(- (df + p)/2))
}
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