lnpdfmvt ============================================== Purpose ---------------- Computes multivariate Student's t log-probabilities. Format ---------------- .. function:: z = lnpdfmvt(x, corr, df) :param x: values at which to evaluate the multivariate Student's t log-probabilities. :type x: NxK matrix :param corr: correlation matrix. :type corr: KxK matrix :param df: degrees of freedom. :type df: scalar :return z: log-probabilities. :rtype z: Nx1 vector Examples ---------------- Uncorrelated variables ++++++++++++++++++++++ :: // Correlation matrix corr = { 1 0 , 0 1 }; // Degrees of freedom df = 5; // X values x1 = seqa(-3, .2, 3/.2); x2 = seqa(-3, .2, 3/.2); x = x1~x2; t = lnpdfmvt(x, corr, df); print "t ="; t; :: t = -7.17907 -6.80693 -6.42082 -6.02085 -5.60755 -5.18217 -4.74697 -4.30564 -3.86388 -3.42999 -3.01553 -2.63564 -2.30874 -2.05500 -1.89343 Example 2 ++++++++++++++ :: // Correlation matrix corr = { 1 0.60 , 0.60 1 }; // Degrees of freedom df = 5; // X values x1 = seqa(-3, .2, 3/.2); x2 = seqa(-3, .2, 3/.2); x = x1~x2; t = lnpdfmvt(x, corr, df); print "t ="; t; After the above code: :: t = -5.74003 -5.41290 -5.07813 -4.73673 -4.39021 -4.04075 -3.69138 -3.34617 -3.01045 -2.69093 -2.39574 -2.13420 -1.91636 -1.75201 -1.64956 Source ------ lnpdfn.src .. seealso:: Functions :func:`lnpdft`