lndMvst {bayesm}

Compute Log of Multivariate Student-t Density

Description

lndMvst computes the log of a Multivariate Student-t Density.

Usage

lndMvst(x, nu, mu, rooti, NORMC)

Arguments

x

density ordinate

nu

d.f. parameter

mu

mu vector

rooti

inv of Cholesky root of \Sigma

NORMC

include normalizing constant (def: FALSE)

Details

z \sim MVst(mu, nu, \Sigma)

Value

Log density value

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Anderson School, UCLA, [e-mail].

References

For further discussion, see Chapter 2, Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.

See Also

lndMvn

Examples

Sigma = matrix(c(1, 0.5, 0.5, 1), ncol=2)
lndMvst(x=c(rep(0,2)), nu=4,mu=c(rep(0,2)), rooti=backsolve(chol(Sigma),diag(2)))