dmvt {flowClust}R Documentation

Density of the Multivariate t Distribution

Description

This function computes the densities at the inputted points of the multivariate t distribution with the specified means and covariance matrix.

Usage

dmvt(x, mu, sigma, nu, log=FALSE)

Arguments

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.

Value

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.

Author(s)

Raphael Gottardo <raph@stat.ubc.ca>, Kenneth Lo <c.lo@stat.ubc.ca>


[Package flowClust version 1.3.2 Index]