dlogmultistudent {gmvarkit} | R Documentation |
Calculate logarithms of multiple multivariate Student's t densities with varying mean and covariance matrix of specific structure, but constant degrees of freedom.
Description
dlogmultistudent
calculates logarithms of multiple multivariate
Student's t densities with varying mean and covaraince matrix of specific structure.
Usage
dlogmultistudent(y, mu, inv_Omega, log_det_Omega, arch_scalars, df)
Arguments
y |
dimension |
mu |
dimension |
inv_Omega |
inverse of the |
log_det_Omega |
logarithm of the determinant of the covariance matrix Omega. |
arch_scalars |
length |
df |
the degrees of freedom parameter that is common for all |
Value
Returns a size (T x 1)
vector containing the multivariate Student's t
densities in logarithm.
[Package gmvarkit version 2.1.3 Index]