Mvt                 package:mvtnorm                 R Documentation

_T_h_e _M_u_l_t_i_v_a_r_i_a_t_e _t _D_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     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.

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

       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).

_S_e_e _A_l_s_o:

     'pmvt' and 'qmvt'

_E_x_a_m_p_l_e_s:

       dmvt(x=c(0,0), sigma = diag(2))
       x <- rmvt(n=100, sigma = diag(2), df = 3)
       plot(x)

