.dmvt_arma

This function returns the log-density for a multivariate Student distribution.
The data must be imputed as a matrix, using e.g., <code>as.matrix</code>, with each row
representing an observation.

internal

A collection of functions to deal with the truncated univariate and multivariate normal and Student distributions, described in Botev (2017) <doi:10.1111/rssb.12162> and Botev and L'Ecuyer (2015) <doi:10.1109/WSC.2015.7408180>.

Leo Belzile

TruncatedNormal

Truncated Multivariate Normal and Student Distributions

Zdravko Botev

.dmvt_arma function

<dl><dt>x</dt>
<dd>matrix of observations</dd>
<dt>mu</dt>
<dd>location vector</dd>
<dt>sigma</dt>
<dd>positive definite scale matrix</dd>
<dt>df</dt>
<dd>degrees of freedom</dd>
<dt>logd</dt>
<dd>logical; whether log-density should be returned (default to <code>FALSE</code>)</dd></dl>

Arguments

Multivariate Student density function — .dmvt_arma

<dl>

<dt>x</dt>
<dd>matrix of observations</dd>


<dt>mu</dt>
<dd>location vector</dd>


<dt>sigma</dt>
<dd>positive definite scale matrix</dd>


<dt>df</dt>
<dd>degrees of freedom</dd>


<dt>logd</dt>
<dd>logical; whether log-density should be returned (default to <code>FALSE</code>)</dd>

</dl>

.dmvt_arma: Multivariate Student density function

Description

Usage

Value

Arguments