Description Usage Arguments Value References
The pdf of the Student t distribution is given in Gelman et al (2014, p.578):
(x | μ, σ, ν) = \frac{γ≤ft(\frac{ν+d}{2}\right)}{γ(\frac{ν}{2})ν^{d/2}π^{d/2}}≤ft|Σ\right|^{-1/2}≤ft(1 + \frac{1}{ν}(x-μ)'Σ^{-1}(x-μ)\right)^{-\frac{ν+d}{2}}
1 2 3 |
x |
point at which to calculate ordinate of multivariate t density |
nu |
degrees of freedom, a scalar |
mu |
location, a numeric vector of length d |
Sigma |
scale, a symmetric dxd positive definite matrix |
tol |
tolerance for checking positive definiteness |
n |
number of random deviates to draw |
'mvdst' gives the density and 'mvrst' generates random deviates.
Gelman, A., Carlin, J. B., Stern, H. S., & Rubin, D. B. (2014). Bayesian data analysis (3E). Boca Raton, FL, USA: Chapman & Hall/CRC.
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