The Bivariate t distribution

Description

Density (and its contours) of the bivariate t distribution with a degrees of freedom, mean vector b and covariance matrix c.

Usage

1
2
3
  dbvt(x, y, a, b, c)

  tcontour(x, y, a, b, c, p = NULL, ...)

Arguments

x

vector of quantities

y

vector of quantities

a

degrees of freedom. Must be strictly positive.

b

mean vector (2x1)

c

covariance matrix. Must be a positive definite 2x2 matrix.

p

probability

...

Arguments to be passed to the plot function when plotting contours

Examples

1
2
3
4
dbvt(1, 2, 10, c(1,2), diag(1,2))
beta1=seq(-3,3,len=100)
beta2=seq(-3,3,len=100)
tcontour(beta1,beta2,10,c(0,0),matrix(c(1,0.8,0.8,1),ncol=2))

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.