LocationScaleT function

Location-scale version of the t-distribution

Location-scale version of the t-distribution

Probability mass function, distribution function and random generation for location-scale version of the t-distribution. Location-scale version of the t-distribution besides degrees of freedom ν\nu, is parametrized using additional parameters μ\mu for location and σ\sigma for scale (μ=0\mu = 0 and σ=1\sigma = 1 for standard t-distribution).

dlst(x, df, mu = 0, sigma = 1, log = FALSE) plst(q, df, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE) qlst(p, df, mu = 0, sigma = 1, lower.tail = TRUE, log.p = FALSE) rlst(n, df, mu = 0, sigma = 1)

Arguments

  • x, q: vector of quantiles.

  • df: degrees of freedom (> 0, maybe non-integer). df = Inf is allowed.

  • mu: vector of locations

  • sigma: vector of positive valued scale parameters.

  • log, log.p: logical; if TRUE, probabilities p are given as log(p).

  • lower.tail: logical; if TRUE (default), probabilities are P[Xx]P[X \le x]

    otherwise, P[X>x]P[X > x].

  • p: vector of probabilities.

  • n: number of observations. If length(n) > 1, the length is taken to be the number required.

Examples

x <- rlst(1e5, 1000, 5, 13) hist(x, 100, freq = FALSE) curve(dlst(x, 1000, 5, 13), -60, 60, col = "red", add = TRUE) hist(plst(x, 1000, 5, 13)) plot(ecdf(x)) curve(plst(x, 1000, 5, 13), -60, 60, col = "red", lwd = 2, add = TRUE)

See Also

TDist

  • Maintainer: Tymoteusz Wolodzko
  • License: GPL-2
  • Last published: 2023-11-30