studentpdf {ocp}

Calculate Student PDF on vector of parameters

Description

Computes the student pdf from input parameter vectors corresponding to each possible run length for the current time point. Outputs a vector of probabilities for use in the accompanying gaussian functions.

Usage

studentpdf(x, mu, var, nu)

Arguments

x

the current data point

mu

vector of means

var

var parameter of student pdf, degrees of freedom

nu

nu parameter of student pdf (number of points so far)

Value

Vector of student pdf values corresponding to each possible run length, for use in accompanying gaussian probability functions.