Mvt {mvtnorm}R Documentation

The Multivariate t Distribution

Description

These functions provide information about the multivariate t distribution with non-centrality parameter delta, covariance matrix sigma and degrees of freedom df. dmvt gives the density and rmvt generates random deviates.

Usage

rmvt(n, sigma = diag(2), df = 1)
dmvt(x, delta, sigma, df = 1, log = TRUE)

Arguments

x Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.
n Number of observations.
delta the vector of noncentrality parameters of length n.
sigma Covariance matrix, default is diag(ncol(x)).
df degree of freedom as integer.
log Logical; if TRUE, densities d are given as log(d).

See Also

pmvt and qmvt

Examples


  dmvt(x=c(0,0), sigma = diag(2))
  x <- rmvt(n=100, sigma = diag(2), df = 3)
  plot(x)
[Package mvtnorm version 0.8-1 Index]