Last data update: 2014.03.03

R: The Multivariate Skew t-distribution
ddmstR Documentation

The Multivariate Skew t-distribution

Description

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.

Usage

ddmst(dat,n, p, mean, cov, nu, del)
rdmst(    n, p, mean, cov, nu, del)

Arguments

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

Value

ddmst gives the density values; rdmst generates the random numbers

See Also

rdemmix,ddmvn,ddmvt, ddmsn,rdmvn,rdmvt, rdmsn.

Examples


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)

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(EMMIXskew)
Loading required package: lattice
Loading required package: mvtnorm
Loading required package: KernSmooth
KernSmooth 2.23 loaded
Copyright M. P. Wand 1997-2009
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/EMMIXskew/ddmst.Rd_%03d_medium.png", width=480, height=480)
> ### Name: ddmst
> ### Title: The Multivariate Skew t-distribution
> ### Aliases: ddmst rdmst
> ### Keywords: cluster datasets
> 
> ### ** Examples
> 
> 
> 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)
> 
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>