Student

Student.family

Provide a convenient way to specify the details of the model used by function <code>studentFit</code>.

models

Routines to perform estimation and inference under the multivariate
t-distribution <doi:10.1007/s10182-022-00468-2>. Currently, the following methodologies
are implemented: multivariate mean and covariance estimation, hypothesis testing
about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation,
QQ-plots with envelopes and random variate generation.

Felipe Osorio

Estimation and Testing for the Multivariate t-Distribution

Student function

<dl> <dt>eta</dt>
<dd>shape parameter for the multivariate t-distribution, must be confined to <code>[0,1/2)</code>.</dd></dl>

Arguments

Family object for the multivariate t-distribution — Student

<dl>

 <dt>eta</dt>
<dd>shape parameter for the multivariate t-distribution, must be confined to <code>[0,1/2)</code>.</dd>

</dl>

Student: Family object for the multivariate t-distribution

Description

Usage

Arguments

Details

Examples