dmt {QRMlib} | R Documentation |
evaluates multivariate Student t density
dmt(x, nu, mu, Sigma, logvalue=FALSE)
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 |
vector of length n containing values of density or log-density
### 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);