multivariate Student's t-distribution probability density function

Usage

mvtpdf(x, mean, varcovM, df, Log = TRUE)

Arguments

x: p x n data matrix with n the number of observations and p the number of dimensions
mean: mean vector or list of mean vectors (either a vector, a matrix or a list)
varcovM: variance-covariance matrix or list of variance-covariance matrices (either a matrix or a list)
df: a numeric vector or a list of the degrees of freedom (either a vector or a list)
Log: logical flag for returning the log of the probability density function. Defaults is TRUE.

Examples

mvtpdf(x=matrix(1.96), mean=0, varcovM=diag(1), df=10000000)
#> [1] -2.839738
mvnpdf(x=matrix(1.96), mean=0, varcovM=diag(1))
#> [1] -2.839739

mvtpdf(x=matrix(1.96), mean=0, varcovM=diag(1), df=10)
#> [1] -2.731911

mvtpdf(x=matrix(rep(1.96,2), nrow=2, ncol=1),
      mean=c(0, 0), varcovM=diag(2), df=10
)
#> [1] -5.258057