MultiStudentT {brms} R Documentation

The Multivariate Student-t Distribution

Description

Density function and random generation for the multivariate Student-t distribution with location vector mu, covariance matrix Sigma, and degrees of freedom df.

Usage

dmulti_student_t(x, df, mu, Sigma, log = FALSE, check = FALSE)

rmulti_student_t(n, df, mu, Sigma, check = FALSE)


Arguments

 x Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile. df Vector of degrees of freedom. mu Location vector with length equal to the number of dimensions. Sigma Covariance matrix. log Logical; If TRUE, values are returned on the log scale. check Logical; Indicates whether several input checks should be performed. Defaults to FALSE to improve efficiency. n Number of draws to sample from the distribution.

Details

See the Stan user's manual https://mc-stan.org/documentation/ for details on the parameterization

[Package brms version 2.17.0 Index]