mtdistribution {lestat} | R Documentation |
A Multivariate t-Distribution
Description
Creates an object representing a multivariate non-centered t-distribution.
Usage
mtdistribution(expectation = c(0,0), degreesoffreedom = 10000,
P = diag(length(expectation)))
Arguments
expectation |
A vector of length at least 2 specifying the expectation of the distribution. By default, the vector (0,0). |
degreesoffreedom |
The degrees of freedom parameter. |
P |
A matrix of size |
Details
If is the expectation,
the degrees of freedom,
is the last parameter, and
the dimension,
then the probability density function is proportional to
Value
A multivariate t-distribution.
Author(s)
Petter Mostad <mostad@chalmers.se>
See Also
Examples
plot(mtdistribution())
plot(mtdistribution(c(1,2,3), 3))
plot(mtdistribution(c(1,2), 3, matrix(c(1, 0.5, 0.5, 1), 2, 2)))
[Package lestat version 1.9 Index]