ddmvt {EMMIXskew} | R Documentation |
Density and random generation for Multivariate t-distributions with mean vector mean
,
covariance matrix cov
, and degrees of freedom nu
.
ddmvt(dat,n, p, mean, cov, nu) rdmvt( n, p, mean, cov, nu)
dat |
An n by p numeric matrix, the dataset |
n |
An integer, the number of observations |
p |
An integer, the dimension of data |
mean |
A length of p vector, the mean |
cov |
A p by p matrix, the covariance |
nu |
A positive number, the degrees of freedom |
ddmvt
gives the density values; rdmvt
generates the random numbers
rdemmix
,ddmvn
,ddmsn
,
ddmst
,rdmvn
,rdmsn
,
rdmst
.
n <- 100 p <- 2 mean <- rep(0,p) cov <- diag(p) nu <- 3 set.seed(3214) x <- rdmvt( n,p,mean,cov,nu) den <- ddmvt(x ,n,p,mean,cov,nu)