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The Multivariate Student-t Distribution

Source: R/distributions.R
MultiStudentT.Rd

Density function and random generation for the multivariate Student-t distribution with location vector mu, covariance matrix Sigma, and degrees of freedom df.

Usage

dmulti_student_t(x, df, mu, Sigma, log = FALSE, check = FALSE)

rmulti_student_t(n, df, mu, Sigma, check = FALSE)

Arguments

x

Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.

df

Vector of degrees of freedom.

mu

Location vector with length equal to the number of dimensions.

Sigma

Covariance matrix.

log

Logical; If TRUE, values are returned on the log scale.

check

Logical; Indicates whether several input checks should be performed. Defaults to FALSE to improve efficiency.

n

Number of draws to sample from the distribution.

Details

See the Stan user's manual https://mc-stan.org/docs/ for details on the parameterization