NPflow (version 0.13.5)

mvstpdf: multivariate skew-t probability density function

Description

multivariate skew-t probability density function

Usage

mvstpdf(x, xi, sigma, psi, df, Log = TRUE)

Arguments

x

p x n data matrix with n the number of observations and p the number of dimensions

xi

mean vector or list of mean vectors (either a vector, a matrix or a list)

sigma

variance-covariance matrix or list of variance-covariance matrices (either a matrix or a list)

psi

skew parameter vector or list of skew parameter vectors (either a vector, a matrix or a list)

df

a numeric vector or a list of the degrees of freedom (either a vector or a list)

Log

logical flag for returning the log of the probability density function. Defaults is TRUE.

See Also

mvtpdf, mvsnpdf, mmvstpdfC, mvstlikC

Examples

mvstpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
      xi=c(0, 0), psi=c(1, 1), sigma=diag(2),
      df=100000000, Log=FALSE
)
mvsnpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
      xi=c(0, 0), psi=c(1, 1), sigma=diag(2),
      Log=FALSE
)
mvstpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
      xi=c(0, 0), psi=c(1, 1), sigma=diag(2),
      df=100000000
)
mvsnpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
      xi=c(0, 0), psi=c(1, 1), sigma=diag(2)
)