An object of class "vglmff" (see vglmff-class).
The object is used by modelling functions such as vglm,
and vgam.
Details
The density function is
$$f(y) = \frac{\Gamma((\nu+1)/2)}{\sqrt{\nu \pi} \Gamma(\nu/2)}
\left(1 + \frac{y^2}{\nu} \right)^{-(\nu+1)/2}$$
for all real $y$.
Then $E(Y)=0$ if $\nu>1$ (returned as the fitted values),
and $Var(Y)= \nu/(\nu-2)$
for $\nu > 2$.
When $\nu=1$ then the Student $t$-distribution
corresponds to the standard Cauchy distribution.
The degrees of freedom is treated as a parameter to be estimated,
and as real and not integer.
Simulation is used to estimate the EIM.
Consequently the results will be reproducible only if
a function such as set.seed is used.
Increasing the value of nsimEIM will give more accurate results.
In general convergence will be slow, especially when there are
covariates.
References
Evans, M., Hastings, N. and Peacock, B. (2000)
Statistical Distributions,
New York: Wiley-Interscience, Third edition.
Student (1908)
The probable error of a mean.
Biometrika, 6, 1--25.