TmixDistIF {tdist}R Documentation

The internal functions for coputation of the cdf, pdf and quantile function of a linear combination of independent Student's t-variables

Description

The tcdfpdf computes cdf and/or pdf and the tinvvw quantile function of a linear combination of independent Student's t-variables with small degrees of freedom (df <= 100).

Usage

tcdfpdf(x, tt, wf, funtype = 0, nr)
tinvvw(p, tt, wf, nr)

Arguments

For tcdfpdf and tinvvw:

x vector of real number in wich cdf and pdf is evaluated.
p vector of probabilities.
tt base points generated by gweights.
wf weight facotrs generated by gweights.
funtype default value is 0 (calculates the cdf and pdf). The following funtypes are legible:
0: tdist calculates cdf and pdf at once, yfun = cbind(cdf, pdf).
1: tdist calculates the cumulative distribution function, cdf at funx, yfun = cdf.
2: tdist calculates the probability density function, pdf at funx, yfun = pdf.
nr norm of lambda coefficients.

Value

The tcdfpdf gives vector/matrix with calculated function values, the result depends on funtype. If funtype = 0, value is a matrix with two columns (cdf and pdf).
The tinvvw gives a list of

yfun vector with calculated function values.
xfun vector of function input values. Typically xfun = funx. If funx = numeric(0), xfun is generated automatically.
error Error message. If error = 1, some problem has occured during calculation, see the warning message. If error = 0, corret calculations.

Author(s)

Viktor Witkovsky witkovsky@savba.sk. Rewritten from Matlab algorithm to R by Alexander Savin savin@savba.sk.

See Also

gweights, tchfvw, tdist.


[Package tdist version 0.1-1.1 Index]