Probability density function for multivariate t
Computes the density of a multivariate t distribution
dmt(x, mean = rep(0, d), S, df = Inf, log=FALSE)
x |
vector of length d or matrix with d columns, giving the coordinates of points where density is to evaluated |
mean |
numeric vector giving the location parameter of the distribution |
S |
a positive definite matrix representing the scale matrix of the distribution |
df |
degrees of freedom |
log |
a logical value; if TRUE, the logarithm of the density is to be computed |
vector of density values
Jim Albert
mu <- c(1,12,2) Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3) df <- 4 x <- c(2,14,0) f <- dmt(x, mu, Sigma, df)
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