.dmvt_arma {TruncatedNormal} | R Documentation |
Multivariate Student density function
Description
This function returns the log-density for a multivariate Student distribution.
The data must be imputed as a matrix, using e.g., as.matrix
, with each row
representing an observation.
Usage
.dmvt_arma(x, mu, sigma, df, logd = FALSE)
Arguments
x |
matrix of observations |
mu |
location vector |
sigma |
positive definite scale matrix |
df |
degrees of freedom |
logd |
logical; whether log-density should be returned (default to |
Value
density or log-density of the nrow(x)
sample
[Package TruncatedNormal version 2.3 Index]