dmstil.r: This function returns to likelihood function of restricted...

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

Description

This function returns to likelihood function of restricted mstil.

Usage

dmstil.r(x, lambda, delta, Ainv, nu, log.p = FALSE)

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).
log.p	a logical value. If TRUE, return the probability density function in logarithmic scale. By default FALSE.

Value

return a numeric vector of length n.

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