R: Bivariate Student-t distribution cumulative distribution...

Bistudentt {VGAM} | R Documentation

## Bivariate Student-t distribution cumulative distribution function

### Description

Density for the bivariate Student-t distribution distribution.

### Usage

    dbistudentt(x1, x2, df, rho = 0, log = FALSE)

### Arguments

`x1, x2` | vector of quantiles.
`df, rho` | vector of degrees of freedom and correlation parameter. For `df`, a value `Inf` is currently not working.

`log` | Logical. If `log = TRUE` then the logarithm of the density is returned.

### Details

One can think of this function as an extension of `dt` to two dimensions. See `bistudentt` for more information.

### Value

`dbistudentt` gives the density.

### References

Schepsmeier, U. and Stober, J. (2013) Derivatives and Fisher information of bivariate copulas. Statistical Papers.

### See Also

`bistudentt`, `dt`.

### Examples

    ## Not run:  N <- 101; x <- seq(-4, 4, len = N); Rho <- 0.7; mydf <- 10
    ox <- expand.grid(x, x)
    zedd <- dbistudentt(ox[, 1], ox[, 2], df = mydf, rho = Rho, log = TRUE)
    contour(x, x, matrix(zedd, N, N), col = "blue", labcex = 1.5)

    ## End(Not run)

[Package VGAM version 1.0-3 Index]