mvcauchy (version 1.0)

Density of the multivariate Cauchy distribution: Density of the multivariate Cauchy distribution

Description

Density of the multivariate Cauchy distribution.

Usage

dmvcauchy(x, mu, sigma, logged = FALSE)

Value

A numerical vector with the density values calculated at each vector (row of the matrix x).

Arguments

x

A numerical matrix with the data. The rows correspond to observations and the columns to variables.

mu

The mean vector.

sigma

The scatter matrix.

logged

Should the logarithm of the density be returned (TRUE) or not (FALSE)?

Author

Michail Tsagris.

R implementation and documentation: Michail Tsagris .

Details

The (log) density of the multivariate Cauchy distribution is calculated for given mean vector and covariance matrix.

References

Kanti V. Mardia, John T. Kent and John M. Bibby (1979). Multivariate analysis. Academic Press, London.

See Also

rmvcauchy

Examples

x <- as.matrix(iris[, 1:4])
mod <- mvcauchy.mle(x)
m <- mod$location
s <- mod$scatter
a <- dmvcauchy(x, m, s)