matdist (version 0.1.1)

mxt: Matrix Variate t-Distribution

Description

Functions dmxt and rmxt are for evaluating densities and generating random samples from corresponding matrix variate t-distribution.

Usage

dmxt(X, df, M = array(0, c(p, m)), U = diag(nrow(M)), V = diag(ncol(M)))
rmxt(n, df, M, U = diag(nrow(M)), V = diag(ncol(M)))

Arguments

X

a (p-by-m) matrix whose density be computed.

df

degrees of freedom.

M

a (p-by-n) mean matrix.

U

a (p-by-p) left spread matrix.

V

an (n-by-n) right spread matrix.

n

the number of samples to be generated.

Examples

# NOT RUN {
## generate 5 samples from {M,U,V = diag()} of df = 10
st5 = rmxt(5, df=10, M=diag(3))

## evaluate density for the 3rd sample
dmxt(st5[,,3], df=10, M=diag(3))

# }