dmt {QRMlib}R Documentation

Multivariate Student t Density

Description

evaluates multivariate Student t density

Usage

dmt(x, nu, mu, Sigma, logvalue=FALSE)

Arguments

x matrix with n rows and d columns; density is evaluated at each vector of row values
nu degree of freedom parameter
mu location vector
Sigma dispersion matrix
logvalue should log density be returned; default is FALSE

Value

vector of length n containing values of density or log-density

See Also

dmnorm, dmghyp

Examples

### t distribution: visualization, simulation, estimation
BiDensPlot(func=dmt,xpts=c(-4,4),ypts=c(-4,4),mu=c(0,0),
            Sigma=equicorr(2,-0.7),nu=4);

[Package QRMlib version 1.4.4 Index]