rmln

This function calculates the log cumulative density function for the multivariate-t with scale matrix equal to the identity matrix. It finds the mode and then uses Gaussian quadrature to estimate the integral.

A way to fit Parsimonious Finite Mixtures of Multivariate Elliptical Leptokurtic-Normals. Two methods of estimation are implemented.

Ryan Browne

leptokurticMixture

Implements Parsimonious Finite Mixtures of Multivariate
Elliptical Leptokurtic-Normals

Luca Bagnato

Antonio Punzo

rmln function

<dl><dt>n</dt>
<dd>number of observations</dd>
<dt>d</dt>
<dd>the dimension of the observations</dd>
<dt>mu</dt>
<dd>location parameter of length d</dd>
<dt>Sigma</dt>
<dd>(d x d) scatter matrix</dd>
<dt>beta</dt>
<dd>the concentration parameter</dd></dl>

Arguments

Generate realizations from the multivariate elliptical leptokurtic-normal distribution — rmln

<dl>

<dt>n</dt>
<dd>number of observations</dd>


<dt>d</dt>
<dd>the dimension of the observations</dd>


<dt>mu</dt>
<dd>location parameter of length d</dd>


<dt>Sigma</dt>
<dd>(d x d) scatter matrix</dd>


<dt>beta</dt>
<dd>the concentration parameter</dd>

</dl>

rmln: Generate realizations from the multivariate elliptical leptokurtic-normal distribution

Description

Usage

Value

Arguments

Examples