lnpdft¶

Purpose¶

Computes Student’s t log-probabilities.

z = lnpdft(x, df)¶

Parameters:

x (NxK matrix) – values at which to compute the Student’s t log-probabilities.
df (scalar) – degrees of freedom.

Returns:

z (NxK matrix) – log-probabilities.

// Set x
x = { -2, -1, 0, 1, 2 };

// Degrees of freedom
df = 5;

z = lnpdft(x, df);

      -2.73198
      -1.51558
z =   -0.96862
      -1.51558
      -2.73198

This does not compute the log of the joint Student’s t pdf. Instead, the scalar Student t’s density function is computed element-by-element.

For multivariate probabilities with covariance matrix see lnpdfmvt().