mvst (version 1.1.1)

dmvSE: Density function for the SE distributions.

Description

This function computes the density function for p-variate Skew-Elliptical variables.

Usage

dmvSE(y, X=NULL, modelType, theta, LOG=FALSE)

Value

A numeric vector with n values of the density function, one for each row in y.

Arguments

y

vector of quantiles. If y is a matrix, each row is considered as a quantile.

X

(optional) a design matrix.

modelType

Model specification. Already implemented modelTypes are 'N' (Normal), 'SN' (skew-normal), 'T' (Student T), and 'ST' (skew-t).

theta

list of parameters. The list should contain elements named 'xi' (a numeric vector) or 'B' (a kxp matrix), 'G' (a pxp matrix), 'psi' (a numeric vetor, optional) and 'nu' (a scalar, optional). See Details.

LOG

logical; if TRUE, log-densities are returned.

References

Azzalini, A. and Capitanio, A. (2003) "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution", JRSSB.

See Also

rmvSE.

Examples

# Define the parameters' list
pars = list(xi=c(5,2), G=diag(2), psi=rep(1,2), nu=4)
# Generate data
value = rmvSE(1, 2, NULL, 'ST', theta=pars)
# Compute the density function in the point y
dmvSE(y=value$y, X=NULL, modelType='ST', theta=pars, LOG=FALSE)