R: multivariate skew-t probability density function

mvstpdf {NPflow} | R Documentation

## multivariate skew-t probability density function

### Description

multivariate skew-t probability density function

### Usage

    mvstpdf(x, xi, sigma, psi, df, Log = TRUE)

### Arguments

`x` | `p x n` data matrix with `n` the number of observations and `p` the number of dimensions
`xi` | mean vector or list of mean vectors (either a vector, a matrix or a list)
`sigma` | variance-covariance matrix or list of variance-covariance matrices (either a matrix or a list)
`psi` | skew parameter vector or list of skew parameter vectors (either a vector, a matrix or a list)
`df` | a numeric vector or a list of the degrees of freedom (either a vector or a list)
`Log` | logical flag for returning the log of the probability density function. Defaults is `TRUE`.

### See Also

`mvtpdf`, `mvsnpdf`, `mmvstpdfC`, `mvstlikC`

### Examples

    mvstpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
          xi=c(0, 0), psi=c(1, 1), sigma=diag(2),
          df=100000000, Log=FALSE
    )
    mvsnpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
          xi=c(0, 0), psi=c(1, 1), sigma=diag(2),
          Log=FALSE
    )
    mvstpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
          xi=c(0, 0), psi=c(1, 1), sigma=diag(2),
          df=100000000
    )
    mvsnpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
          xi=c(0, 0), psi=c(1, 1), sigma=diag(2)
    )

[Package NPflow version 0.13.3 Index]