EMMIXskew (version 1.0.3)

ddmst: The Multivariate Skew t-distribution

Description

Density and random generation for Multivariate Skew t-distributions with mean vector mean, covariance matrix cov, degrees of freedom nu, and skew parameter verctor del.

Usage

ddmst(dat,n, p, mean, cov, nu, del)
rdmst(    n, p, mean, cov, nu, del)

Arguments

dat

An n by p numeric matrix, the dataset

n

An integer, the number of observations

p

An integer, the dimension of data

mean

A length of p vector, the mean

cov

A p by p matrix, the covariance

nu

A positive number, the degrees of freedom

del

A length of p vector, the skew parameter

Value

ddmst gives the density values; rdmst generates the random numbers

See Also

rdemmix,ddmvn,ddmvt, ddmsn,rdmvn,rdmvt, rdmsn.

Examples

# NOT RUN {
n <- 100
p <- 2

mean <- rep(0,p)
cov  <- diag(p)
nu <- 3
del <- c(0,1)

set.seed(3214)

y   <- rdmst(  n,p,mean,cov,nu,del)

den <- ddmst(y,n,p,mean,cov,nu,del)

# }