Multivariate t density — MvtDens • rmorie

Multivariate t density

Usage

MvtDens(x = NULL, loc = c(0, 0), scale = diag(2), df = 1, n = 0, seed = 0)

Arguments

x: Point or matrix of points.
loc: Location vector.
scale: Scale matrix.
df: Degrees of freedom.
n: Number of draws.
seed: Philox seed.

Value

list(pdf, logpdf, random).

References

Kotz, S. & Nadarajah, S. (2004). Multivariate t Distributions and Their Applications, ch. 1.

Examples

MvtDens(c(0, 0), df = 1)$pdf
#> [1] 0.1591549