Density function for the truncated multivariate Student distribution

Source: R/tmvt.R

This function returns the (log)-density of a matrix x of observations lying in the interval [lb, ub].

dtmvt(x, mu, sigma, df, lb, ub, type = c("mc", "qmc"), log = FALSE, B = 10000)

Arguments

x

vector or matrix of quantiles
mu

vector of location parameters
sigma

scale matrix
df

degrees of freedom
lb

vector of lower truncation limits
ub

vector of upper truncation limits
type

string, either of mc or qmc for Monte Carlo and quasi Monte Carlo, respectively
log

logical; if TRUE, probabilities and density are given on the log scale.
B

number of replications for the (quasi)-Monte Carlo scheme

See also

tmvt