ks (version 1.8.11)

dmvt.mixt: Multivariate t mixture distribution

Description

Random generation and density values from multivariate t mixture distribution.

Usage

rmvt.mixt(n=100, mus=c(0,0), Sigmas=diag(2), dfs=7, props=1)
dmvt.mixt(x, mus, Sigmas, dfs, props)

Arguments

n

number of random variates

x

matrix of quantiles

mus

(stacked) matrix of location vectors

Sigmas

(stacked) matrix of dispersion matrices

dfs

vector of degrees of freedom

props

vector of mixing proportions

Value

• Multivariate t mixture random vectors and density values.

Details

rmvt.mixt and dmvt.mixt are based on the rmvt and dmvt functions from the mvtnorm library.

See Also

rmvnorm.mixt, dmvnorm.mixt

Examples

mus <- rbind(c(-3/2,0), c(3/2,0))
Sigmas <- rbind(diag(c(1/16, 1)), rbind(c(1/16, 1/18), c(1/18, 1/16)))
props <- c(2/3, 1/3)
dfs <- c(7,3)
x <- rmvt.mixt(1000, mus, Sigmas, dfs, props)
dens <- dmvt.mixt(x, mus, Sigmas, dfs, props)