ptmvt: Cumulative distribution function of the truncated...

In lbelzile/TruncatedNormal: Truncated Multivariate Normal and Student Distributions

Cumulative distribution function of the truncated multivariate Student distribution.

Description

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

Usage

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

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.
check	logical, if TRUE (default), check that the scale matrix sigma is positive definite and symmetric.
B	number of replications for the (quasi)-Monte Carlo scheme
...	additional arguments, currently ignored

See Also

tmvt

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