Density, distribution, and quantile function for the log t distribution,
whose logarithm has degrees of freedom df
, mean location
, and standard
deviation scale
.
dlogt(x, df, location = 0, scale = 1)plogt(q, df, location = 0, scale = 1)
qlogt(p, df, location = 0, scale = 1)
dlogt()
gives the density, plogt()
gives the distribution
function, qlogt()
gives the quantile function.
Vector of quantiles
Degrees of freedom, greater than zero
Location parameter
Scale parameter, greater than zero
Vector of probabilities
If \(\log(Y) \sim t_\nu(\mu, \sigma^2)\), then \(Y\) has a log t
distribution with location
\(\mu\), scale
\(\sigma\), and df
\(\nu\).
The mean and all higher moments of the log t distribution are undefined or infinite.
If df = 1
then the distribution is a log Cauchy distribution. As df
tends to infinity, this approaches a log Normal distribution.