tDist-class: Class "tDist"
Description
This class provides objects representing scaled t distributions.Objects from the Class
Objects can be created by calls of the form new("tDist", mean, var, df).
mean:- Location parameter.
var:- Scale parameter.
df:- Degrees of freedom.
The distribution has density
$$%
f(x; \texttt{mean}, \texttt{var}, \texttt{df}) = \frac{\Gamma\left(\frac{\small\texttt{df}+1}{2}\right)}{%
\sqrt{\small\texttt{var}\times\pi\times\small\texttt{df}}\,\Gamma\left(\frac{\small\texttt{df}}{2}\right)} \times %
\frac{1}{\sqrt{\left(1 + \frac{(x-\small\texttt{mean})^2}{\small\texttt{var}\times\small\texttt{df}}\right)^{\small\texttt{df}+1}}}$$Slots
components:- Object of class
"matrix" with columns weight, mean,
variance, and df. For objects of class "tDist" this matrix has only one row
and weight is always 1.
Extends
Class "contDist", directly.
Class "dist", by class "contDist", distance 2.Methods
- sampleObs
signature(dist = "tDist", size = "numeric"): Sample size observations from dist.