ADtools (version 0.5.4)

dmvt0: The density of the multivariate t distribution

Description

The density of the multivariate t distribution

Usage

dmvt0(x, delta, sigma, df = 1, log = TRUE)

Arguments

x

vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.

delta

the vector of noncentrality parameters.

sigma

numeric matrix; scale matrix.

df

degress of freedom.

log

logical; whether to return log density value.

Examples

# NOT RUN {
n <- 10
d <- 3
sigma <- crossprod(randn(d, d))
x <- rmvt0(n, sigma = sigma, df = 2)
dmvt0(x, delta = numeric(d), sigma = sigma, df = 2)

# }