MVtDistribution | R Documentation |
Generates an object of class "MvtDistribution"
.
MVt(loc = c(0,0), scale = diag(length(loc)), df = 1, ncp = 0)
loc |
real number: location / center of the elliptical distribution. |
scale |
a square matrix (with |
df |
integer; degrees of freedom |
ncp |
positive real number; non-centrality parameter |
Object of class "MvtDistribution"
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
MVtDistribution-class
E0 <- MVt()
plot(E0)
E1 <- diag(1,2)%*%E0+c(1,2)
plot(E1)
E(E1)
var(E1)
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