Arguments
x
A matrix or data frame of size $N x P$, where $N$ is the number of observations and $P$ is the dimension. Each row corresponds to one observation.
mu
A numeric vector of length $P$ specifying the mean.
sigma
A matrix of size $P x P$ specifying the covariance matrix.
nu
The degrees of freedom used for the $t$ distribution. If nu=Inf, Gaussian distribution will be used.
lambda
The Box-Cox transformation parameter. If missing, the conventional $t$ distribution without transformation will be used.
log
A logical value. If TRUE then the logarithm of the densities is returned.