R: multivariate Student's t-distribution probability density...

mvtpdf {NPflow} | R Documentation

## multivariate Student's t-distribution probability density function

### Description

multivariate Student's t-distribution probability density function

### Usage

    mvtpdf(x, mean, varcovM, df, Log = TRUE)

### Arguments

`x` | `p x n` data matrix with `n` the number of observations and `p` the number of dimensions
`mean` | mean vector or list of mean vectors (either a vector, a matrix or a list)
`varcovM` | variance-covariance matrix or list of variance-covariance matrices (either 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`.

### Examples

    mvtpdf(x=matrix(1.96), mean=0, varcovM=diag(1), df=10000000)
    mvnpdf(x=matrix(1.96), mean=0, varcovM=diag(1))

    mvtpdf(x=matrix(1.96), mean=0, varcovM=diag(1), df=10)

    mvtpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
          mean=c(0, 0), varcovM=diag(2), df=10
    )

[Package NPflow version 0.13.3 Index]