ddmst {EMMIXskew} | R Documentation |
Density and random generation for Multivariate Skew t-distributions with mean vector mean
,
covariance matrix cov
, degrees of freedom nu
, and skew parameter verctor del
.
ddmst(dat,n, p, mean, cov, nu, del) rdmst( n, p, mean, cov, nu, del)
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 |
del |
A length of p vector, the skew parameter |
ddmst
gives the density values; rdmst
generates the random numbers
rdemmix
,ddmvn
,ddmvt
,
ddmsn
,rdmvn
,rdmvt
,
rdmsn
.
n <- 100 p <- 2 mean <- rep(0,p) cov <- diag(p) nu <- 3 del <- c(0,1) set.seed(3214) y <- rdmst( n,p,mean,cov,nu,del) den <- ddmst(y,n,p,mean,cov,nu,del)