dmvt {flowClust} | R Documentation

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

[Package flowClust version 3.26.0 Index]