mtdistribution {lestat} | R Documentation |
Creates an object representing a multivariate non-centered t-distribution.
mtdistribution(expectation = c(0,0), degreesoffreedom = 10000,
P = diag(length(expectation)))
expectation |
A vector of length at least 2 specifying the expectation of the distribution. By default, the vector (0,0). |
degreesoffreedom |
The degrees of freedom parameter. |
P |
A matrix of size |
If \mu
is the expectation, \nu
the degrees of freedom,
P
is the last parameter, and k
the dimension,
then the probability density function is proportional to
f(x)=\exp(\nu + (x-\mu)^tP(x-\mu))^{-(\nu+k)/2}
A multivariate t-distribution.
Petter Mostad <mostad@chalmers.se>
plot(mtdistribution())
plot(mtdistribution(c(1,2,3), 3))
plot(mtdistribution(c(1,2), 3, matrix(c(1, 0.5, 0.5, 1), 2, 2)))