Cumulative distribution function of the truncated multivariate Student distribution.

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

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

Arguments

q	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