Density of the multivariate Cauchy distribution {mvcauchy} | R Documentation |
Density of the multivariate Cauchy distribution
Description
Density of the multivariate Cauchy distribution.
Usage
dmvcauchy(x, mu, sigma, logged = FALSE)
Arguments
x |
A numerical matrix with the data. The rows correspond to observations and the columns to variables. |
mu |
The mean vector. |
sigma |
The scatter matrix. |
logged |
Should the logarithm of the density be returned (TRUE) or not (FALSE)? |
Details
The (log) density of the multivariate Cauchy distribution is calculated for given mean vector and covariance matrix.
Value
A numerical vector with the density values calculated at each vector (row of the matrix x).
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Kanti V. Mardia, John T. Kent and John M. Bibby (1979). Multivariate analysis. Academic Press, London.
See Also
Examples
x <- as.matrix(iris[, 1:4])
mod <- mvcauchy.mle(x)
m <- mod$location
s <- mod$scatter
a <- dmvcauchy(x, m, s)
[Package mvcauchy version 1.1 Index]