dgt: The Generalised t distribution

In nclbayes: Functions, Demos and Examples of Bayesian Analysis and Basic MCMC

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

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.
a	degrees of freedom. Must be strictly positive.
b	mean.
c	scale. Must be strictly positive.
p	vector of probabilities.
n	number of observations.

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

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

nclbayes documentation built on May 2, 2019, 5:53 p.m.