lnpdfmvt¶
Purpose¶
Computes multivariate Student’s t log-probabilities.
Format¶
-
z =
lnpdfmvt
(x, corr, df)¶ - Parameters:
x (NxK matrix) – values at which to evaluate the multivariate Student’s t log-probabilities.
corr (KxK matrix) – correlation matrix.
df (scalar) – degrees of freedom.
- Returns:
z (Nx1 vector) – log-probabilities.
Examples¶
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
See also
Functions lnpdft()