dtellipt {mig} | R Documentation |
Compute the density of multivariate Student-t or Gaussian \boldsymbol{x}
with location vector mu
, scale matrix sigma
and df
(integer) degrees of freedom
subject to the linear constraint \boldsymbol{\beta}^\top\boldsymbol{x} > \delta
.
Negative degrees of freedom or values larger than 1000 imply Gaussian vectors are generated instead.
dtellipt(x, beta, mu, sigma, df, delta = 0, log = FALSE)
beta |
|
mu |
location vector |
sigma |
scale matrix |
df |
degrees of freedom argument |
delta |
buffer; default to zero |
log |
logical; if |
an n
by d
matrix of random vectors