The Multivariate t-Distribution

Description

Density and random generation for Multivariate t-distributions with mean vector mean, covariance matrix cov, and degrees of freedom nu.

Usage

ddmvt(dat,n, p, mean, cov, nu)
rdmvt(    n, p, mean, cov, nu)

Arguments

Value

ddmvt gives the density values; rdmvt generates the random numbers

See Also

rdemmix,ddmvn,ddmsn, ddmst,rdmvn,rdmsn, rdmst.

Examples

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)

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/ddmvt.Rd_%03d_medium.png", width=480, height=480)
> ### Name: ddmvt
> ### Title: The Multivariate t-Distribution
> ### Aliases: ddmvt rdmvt
> ### Keywords: cluster datasets
> 
> ### ** Examples
> 
> 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)
> 
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>