t2d {fMultivar} | R Documentation |
Density, distribution function, and random generation for the bivariate Student-t distribution.
pt2d(x, y = x, rho = 0, nu = 4) dt2d(x, y = x, rho = 0, nu = 4) rt2d(n, rho = 0, nu = 4)
n |
the number of random deviates to be generated, an integer value. |
nu |
the number of degrees of freedom, a numeric value ranging between two and infinity, by default four. |
rho |
the correlation parameter, a numeric value ranging between minus one and one, by default zero. |
x, y |
two numeric vectors defining the x and y coordinates. |
pt2d
returns a two column matrix of probabilities for the bivariate
Student-t distribution function.
dt2d
returns a two column matrix of densities for the bivariate
Student-t distribution function.
rt2d
returns a two column matrix of random deviates generated from
the bivariate Student-t distribution function.
Adelchi Azzalini for the underlying pnorm2d function,
Diethelm Wuertz for the Rmetrics R-port.
Azzalini A., (2004); The sn Package; R Reference Guide available from www.r-project.org.
Venables W.N., Ripley B.D., (2002); Modern Applied Statistics with S, Fourth Edition, Springer.
## Bivariate Student-t Density: x = (-40:40)/10 X = grid2d(x) z = dt2d(X$x, X$y, rho = 0.5, nu =6) Z = list(x = x, y = x, z = matrix(z, ncol = length(x))) persp(Z, theta = -40, phi = 30, col = "steelblue")