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
.