dmvt: Density of the Multivariate t Distribution with Box-Cox...

In RGLab/flowClust: Clustering for Flow Cytometry

Density of the Multivariate t Distribution with Box-Cox Tranformation

Description

This function computes the densities at the inputted points of the multivariate t distribution with Box-Cox transformation.

Usage

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

Arguments

x	A matrix or data frame of size N \times 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 \times P specifying the covariance matrix.
nu	The degrees of freedom used for the t distribution. If nu=Inf, Gaussian distribution will be used.
lambda	The Box-Cox transformation parameter. If missing, the conventional t distribution without transformation will be used.
log	A logical value. If TRUE then the logarithm of the densities is returned.

Value

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.

Author(s)

Raphael Gottardo <[e-mail]>, Kenneth Lo <[e-mail]>

RGLab/flowClust documentation built on Jan. 31, 2024, 11:26 p.m.