TruncatedNormal: dot-dmvt_arma – R documentation

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dot-dmvt_arma

Multivariate Student density function

Description

This function returns the log-density for a multivariate Student distribution. The data must be imputed as a matrix, using e.g., as.matrix, with each row representing an observation.

Usage

.dmvt_arma(x, mu, sigma, df, logd = FALSE)

Arguments

`x`	matrix of observations
`mu`	location vector
`sigma`	positive definite scale matrix
`df`	degrees of freedom
`logd`	logical; whether log-density should be returned (default to `FALSE`)

Value

density or log-density of the nrow(x) sample

TruncatedNormal

Truncated Multivariate Normal and Student Distributions

v2.2

GPL-3

Authors

Zdravko Botev [aut] (<https://orcid.org/0000-0001-9054-3452>), Leo Belzile [aut, cre] (<https://orcid.org/0000-0002-9135-014X>)

Initial release

2020-05-16