dtmvt function

Density function for the truncated multivariate Student distribution

This function returns the (log)-density of a matrix x of observations lying in the interval [lb, ub].

dtmvt(x, mu, sigma, df, lb, ub, type = c("mc", "qmc"), log = FALSE, B = 10000)

Arguments

• x: vector or matrix of quantiles
• mu: vector of location parameters
• sigma: scale matrix
• df: degrees of freedom
• lb: vector of lower truncation limits
• ub: vector of upper truncation limits
• type: string, either of mc or qmc for Monte Carlo and quasi Monte Carlo, respectively
• log: logical; if TRUE, probabilities and density are given on the log scale.
• B: number of replications for the (quasi)-Monte Carlo scheme

See Also

tmvt