dtellipt function

Density of elliptical vectors subject to a linear constraint

Compute the density of multivariate Student-t or Gaussian $\boldsymbol{x}$

with location vector mu, scale matrix sigma and df (integer) degrees of freedom subject to the linear constraint $\boldsymbol{\beta}^\top\boldsymbol{x} > \delta$. Negative degrees of freedom or values larger than 1000 imply Gaussian vectors are generated instead.

dtellipt(x, beta, mu, sigma, df, delta = 0, log = FALSE)

Arguments

• beta: d vector of linear constraints
• mu: location vector
• sigma: scale matrix
• df: degrees of freedom argument
• delta: buffer; default to zero
• log: logical; if TRUE, return the log density

Returns

an n by d matrix of random vectors