studentpdf function

Calculate Student PDF on vector of parameters

Computes the student pdf from input parameter vectors corresponding to each possible run length for the current time point. Outputs a vector of probabilities for use in the accompanying gaussian functions. methods

studentpdf(x, mu, var, nu)

Arguments

• x: the current data point
• mu: vector of means
• var: var parameter of student pdf, degrees of freedom
• nu: nu parameter of student pdf (number of points so far)

Returns

Vector of student pdf values corresponding to each possible run length, for use in accompanying gaussian probability functions.