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bayesm (version 2.0-9)

lndMvst: Compute Log of Multivariate Student-t Density

Description

lndMvst computes the log of a Multivariate Student-t Density.

Usage

lndMvst(x, nu, mu, rooti,NORMC)

Arguments

x
density ordinate
nu
d.f. parameter
mu
mu vector
rooti
inv of Cholesky root of Sigma
NORMC
include normalizing constant, def: FALSE

Value

  • log density value

concept

  • multivariate t distribution
  • student-t distribution
  • density

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Details

$z$ $\sim$ $MVst(mu,nu,\Sigma)$

References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 2. http://faculty.chicagogsb.edu/peter.rossi/research/bsm.html

See Also

lndMvn

Examples

Run this code
##
Sigma=matrix(c(1,.5,.5,1),ncol=2)
lndMvst(x=c(rep(0,2)),nu=4,mu=c(rep(0,2)),rooti=backsolve(chol(Sigma),diag(2)))

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