delta: Distribution, quantile and density of delta

In fxjulio/slash: Slash reparametrized

Description

Obtain distribution, quantile or density.

Usage

pdelta.slash(x, eta, p)

qdelta.slash(qtl, eta, p)

ddelta.slash(x, eta, p)

Arguments

x	Value of delta.
eta	Parameter between 0 and 1.
p	Dimension of Y.
qtl	Quantile value. Between 0 and 1.

Details

Evaluate analitic expected values.

Value

A distribution, density or quantile value.

Examples

n <- 1000
eta <- 1/3
p <- 4
Z <- sim.slash( n, rep(0,p), diag(p), eta )
delta <- sapply(1:n, function(i) Z[i,,drop=FALSE]%*%t(Z[i,,drop=FALSE]) )

hist(delta, prob=TRUE)
curve(ddelta.slash(x, eta, p), add=TRUE, col=2)

fxjulio/slash documentation built on May 28, 2019, 8:40 p.m.