lndMvst {bayesm} | R Documentation

## Compute Log of Multivariate Student-t Density

### Description

`lndMvst` computes the log of a Multivariate Student-t Density.

### Usage

    lndMvst(x, nu, mu, rooti,NORMC)

### Arguments

`x` | density ordinate
`nu` | d.f. parameter
`mu` | mu vector
`rooti` | inv of Cholesky root of Sigma
`NORMC` | include normalizing constant, def: FALSE

### Details

z ~ MVst(mu,nu,Σ)

### Value

log density value

### Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

### Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

### References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby and McCulloch, Chapter 2.
http://gsbwww.uchicago.edu/fac/peter.rossi/research/bsm.html

### See Also

`lndMvn`

### Examples

    ##
    Sigma=matrix(c(1,.5,.5,1),ncol=2)
    lndMvst(x=c(rep(0,2)),nu=4,mu=c(rep(0,2)),rooti=backsolve(chol(Sigma),diag(2)))

[Package bayesm version 2.0-8 Index]