TmixDistIF {tdist} | R Documentation |
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).
tcdfpdf(x, tt, wf, funtype = 0, nr) tinvvw(p, tt, wf, nr)
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. |
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. |
Viktor Witkovsky witkovsky@savba.sk. Rewritten from Matlab algorithm to R by Alexander Savin savin@savba.sk.