dmt {LearnBayes}

Probability density function for multivariate t

Description

Computes the density of a multivariate t distribution

Usage

dmt(x, mean = rep(0, d), S, df = Inf, log=FALSE)

Arguments

x

vector of length d or matrix with d columns, giving the coordinates of points where density is to evaluated

mean

numeric vector giving the location parameter of the distribution

S

a positive definite matrix representing the scale matrix of the distribution

df

degrees of freedom

log

a logical value; if TRUE, the logarithm of the density is to be computed

Value

vector of density values

Author(s)

Jim Albert

Examples

mu <- c(1,12,2)
Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3)
df <- 4
x <- c(2,14,0)
f <- dmt(x, mu, Sigma, df)