The Generalised t distribution

Description

Density, distribution function, quantile function and random generation for the generalised t distribution with a degrees of freedom, mean b and scale c

Usage

1
2
3
4
5
6
7
  dgt(x, a, b, c)

  pgt(x, a, b, c)

  qgt(p, a, b, c)

  rgt(n, a, b, c)

Arguments

x

vector of quantities

p

vector of probabilities

n

number of observations

a

degrees of freedom. Must be strictly positive.

b

mean

c

scale. Must be strictly positive.

Note

If X~t_a(b,c) then it has density f(x)=(1_(x-b)^2/(ac))^(-(a+1)/2)/(sqrt(ac)*Beta(a,b)). Also (X-b)/sqrt(c)~t_a.

Examples

1
2
3
4
dgt(1, 10, 2, 2)
pgt(1, 10, 2, 2)
qgt(0.95, 10, 2, 2)
rgt(1, 10, 2, 2)

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