dtmvt: Density function for the truncated multivariate Student...

In lbelzile/TruncatedNormal: Truncated Multivariate Normal and Student Distributions

Density function for the truncated multivariate Student distribution

Description

This function returns the (log)-density of a matrix x of observations lying in the interval [lb, ub].

Usage

dtmvt(
  x,
  mu,
  sigma,
  df,
  lb,
  ub,
  type = c("mc", "qmc"),
  log = FALSE,
  B = 10000,
  check = TRUE,
  ...
)

Arguments

mu	vector of location parameters
sigma	scale matrix
df	degrees of freedom
lb	vector of lower truncation limits
ub	vector of upper truncation limits
type	string, either of mc or qmc for Monte Carlo and quasi Monte Carlo, respectively
log	logical; if TRUE, probabilities and density are given on the log scale.
B	number of replications for the (quasi)-Monte Carlo scheme
check	logical, if TRUE (default), check that the scale matrix sigma is positive definite and symmetric.
...	additional arguments, currently ignored

See Also

tmvt

lbelzile/TruncatedNormal documentation built on March 4, 2024, 5:50 p.m.