dmvt {flowClust} | R Documentation |
This function computes the densities at the inputted points of the multivariate t distribution with the specified means and covariance matrix.
dmvt(x, mu, sigma, nu, log=FALSE)
x |
A matrix or data frame of size N x P, where N is the number of observations and P is the dimension. Each row corresponds to one observation. |
mu |
A numeric vector of length P specifying the mean. |
sigma |
A matrix of size P x P specifying the covariance matrix. |
nu |
The degrees of freedom used for the t distribution. |
log |
A logical value. If TRUE then the logarithm of the densities is returned. |
A list with the following components:
value |
A vector of length N containing the density values. |
md |
A vector of length N containing the Mahalanobis distances. |
Raphael Gottardo <raph@stat.ubc.ca>, Kenneth Lo <c.lo@stat.ubc.ca>