dot-dmvt_arma function

Multivariate Student density function

This function returns the log-density for a multivariate Student distribution. The data must be imputed as a matrix, using e.g., as.matrix, with each row representing an observation.

.dmvt_arma(x, mu, sigma, df, logd = FALSE)

Arguments

• x: matrix of observations
• mu: location vector
• sigma: positive definite scale matrix
• df: degrees of freedom
• logd: logical; whether log-density should be returned (default to FALSE)

Returns

density or log-density of the nrow(x) sample