SyScSelection (version 1.0.2)

sizeparam_t_distn: Calculates the size paramater for a d-dimensional hyperellipsoid conforming to a Student's t distribution.

Description

Calculates the size paramater for a d-dimensional hyperellipsoid conforming to a Student's t distribution.

Usage

sizeparam_t_distn(prob, d, nu)

Arguments

prob

The target probability threshold

d

Number of dimensions in the multivariate distribution

nu

Degrees of freedom parameter for the t distribution

Value

The appropriate (scalar) size parameter

Examples

# NOT RUN {
sizeparam_t_distn(0.95, 6, 5)
# }