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 |
|
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 |
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 0.13.5 Index]