Class MVtDistribution
implements multivariate t distributions using
code from package mvtnorm. For details to this implementation confer
to the references given in this package.
Objects could in principle be created by calls to new
, but more
frequently you would create them via the generating function
MVtDistribution
.
img
:Object of class "Reals"
.
param
:Object of class "MVtParameter"
.
r
:function with argument n
; random number generator
d
:the density of this distribution, dmvt
p
:the (vectorized) function pmvt
.
q
:the (vectorized) function qmvt
.
radDistr
:an object of class AbscontDistribution
with density
$${\rm dim} {({\rm dim}+{\rm df}-1)/2\choose{{\rm df}/2-1}} x^{{\rm dim}-1} {\rm df}^{-{\rm dim}/2}/
(1+x^2/{\rm df})^{({\rm dim}+{\rm df})/2}$$
.withArith
:FALSE
.withSim
:FALSE
.logExact
:TRUE
.lowerExact
:TRUE
Symmetry
:object of class "EllipticalSymmetry"
about
center loc
; used internally to avoid unnecessary calculations.
Class "EllipticalDistribution"
, directly.
Class "SphericalDistribution"
, by class "EllipticalDistribution"
.
Class "MultivariateDistribution"
, by class "SphericalDistribution"
.
Class "Distribution"
, by class "MultivariateDistribution"
.
signature(object = "MVtDistribution")
: wrapped access method for
slot sigma
of slot param
.
signature(object = "MVtDistribution")
: wrapped access method for
slot ncp
of slot param
.
signature(x = "MVtDistribution")
: wrapped access method for
slot scale
of slot param
.
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Package mvtnorm
new("MVtDistribution") ## better use generating function MVtDistribution()
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