gt function

The Generalized Student's t Distribution

Density, distribution function, quantile function and random generation for the generalized Student's t distribution.

dgt(x, mu = 0, sigma = 1, df = stop("no df arg"), log = FALSE)

pgt(q, mu = 0, sigma = 1, df = stop("no df arg")) 

qgt(p, mu = 0, sigma = 1, df = stop("no df arg"))

rgt(n, mu = 0, sigma = 1, df = stop("no df arg"))

Arguments

• x, q: vector of quantiles.
• p: vector of probabilities.
• n: a numeric scalar denoting the number of observations.
• mu: a vector of means.
• sigma: a vector of standard deviations.
• log: logical; if TRUE the density is computed in the log scale.
• df: a numeric scalar denoting the degrees of freedom.

Returns

dgt gives the density, pgt gives the distribution function, qgt gives the quantile function, and rgt generates random deviates.

Author(s)

Dimitris Rizopoulos d.rizopoulos@erasmusmc.nl

Examples

## Not run:

x <- rnorm(10, mean = 10, sd = 3)
dgt(x, mu = 10, sigma = 3, df = 4)
rgt(10, mu = 10, sigma = 3, df = 4)
## End(Not run)