dmstil: This function return the quasi density function for mstil.

In henrylobster/mstil: 'Multivariate Skew t Distribution with Independent Logistic Skewing Function (MSTIL)'

Description

This function return the quasi density function for mstil.

Usage

dmstil(x, lambda, delta, Ainv, nu, u, log.p = FALSE, control = list())

Arguments

x	matrix of quantiles of size n x k. Each row is taken as a quantile.
lambda	skewing matrix with k rows.
delta	location vector of size k.
Ainv	lower triangular matrix, where t(Ainv) * Ainv is the precision matrix.
nu	degree of freedom (>0).
u	(Optional) a m x k matrix, a set of samples generated from standard k-dimensional multivariate t distribution with degree of freedom nu.
log.p	a logical value. If TRUE, return the probability density function in logarithmic scale. By default FALSE.
control	a list of control variables, see 'details'.

Details

The control argument is a list that accepts the following components.

numLikSample

number of samples used to estimate the density and log-likelihood functions. By default 1e6.

Value

return a numeric vector of length n.

henrylobster/mstil documentation built on Sept. 25, 2020, 3:48 p.m.