brms: MultiStudentT – R documentation

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MultiStudentT

The Multivariate Student-t Distribution

Description

Density function and random generation for the multivariate Student-t distribution with location vector mu, covariance matrix Sigma, and degrees of freedom df.

Usage

dmulti_student_t(x, df, mu, Sigma, log = FALSE, check = FALSE)

rmulti_student_t(n, df, mu, Sigma, check = FALSE)

Arguments

`x`	Vector or matrix of quantiles. If `x` is a matrix, each row is taken to be a quantile.
`df`	Vector of degrees of freedom.
`mu`	Location vector with length equal to the number of dimensions.
`Sigma`	Covariance matrix.
`log`	Logical; If `TRUE`, values are returned on the log scale.
`check`	Logical; Indicates whether several input checks should be performed. Defaults to `FALSE` to improve efficiency.
`n`	Number of samples to draw from the distribution.

Details

See the Stan user's manual https://mc-stan.org/documentation/ for details on the parameterization

brms

Bayesian Regression Models using 'Stan'

v2.15.0

GPL-2

Authors

Paul-Christian Bürkner [aut, cre], Jonah Gabry [ctb], Sebastian Weber [ctb], Andrew Johnson [ctb], Martin Modrak [ctb]

Initial release

2021-03-10