dmvstud: Density of the multivariate Student density
In lbelzile/mgp: Multivariate generalized Pareto models
dmvstud R Documentation
Density of the multivariate Student density
Description
The function is adapted from mvtnorm package and computes the (log)-density
of the whole sample.
Usage
dmvstud(x, mu = rep(0, p), sigma = diag(p), df = 1, logd = TRUE)
Arguments
x
vector or matrix of observations
mu
centrality parameter
sigma
covariance matrix
df
degrees of freedom parameter, default to 1 (Cauchy distribution)
logd
logical; should log-density be returned? default to TRUE
lbelzile/mgp documentation built on Aug. 5, 2023, 2:34 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| dmvstud | R Documentation |
Density of the multivariate Student density
Description
The function is adapted from mvtnorm package and computes the (log)-density
of the whole sample.
Usage
dmvstud(x, mu = rep(0, p), sigma = diag(p), df = 1, logd = TRUE)
Arguments
x |
vector or matrix of observations |
mu |
centrality parameter |
sigma |
covariance matrix |
df |
degrees of freedom parameter, default to 1 (Cauchy distribution) |
logd |
logical; should log-density be returned? default to |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.