dmvt                package:flowClust                R Documentation

_D_e_n_s_i_t_y _o_f _t_h_e _M_u_l_t_i_v_a_r_i_a_t_e _t _D_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     This function computes the densities at the inputted points of the
     multivariate t distribution with the specified means and
     covariance matrix.

_U_s_a_g_e:

     dmvt(x, mu, sigma, nu, log=FALSE)

_A_r_g_u_m_e_n_t_s:

       x: A matrix or data frame of size N x P, where N is the number
          of observations and P is the dimension.  Each row corresponds
          to one observation.

      mu: A numeric vector of length P specifying the mean.

   sigma: A matrix of size P x P specifying the covariance matrix.

      nu: The degrees of freedom used for the t distribution.

     log: A logical value.  If 'TRUE' then the logarithm of the
          densities is returned.

_V_a_l_u_e:

     A list with the following components: 

   value: A vector of length N containing the density values.

      md: A vector of length N containing the Mahalanobis distances.

_A_u_t_h_o_r(_s):

     Raphael Gottardo <raph@stat.ubc.ca>, Kenneth Lo <c.lo@stat.ubc.ca>

