ptmvt {TruncatedNormal} | R Documentation |
Cumulative distribution function of the truncated multivariate Student distribution.
Description
This function returns the (log)-distribution function of a matrix q
of observations lying in the interval [lb
, ub
].
Usage
ptmvt(
q,
mu,
sigma,
df,
lb,
ub,
type = c("mc", "qmc"),
log = FALSE,
check = TRUE,
B = 10000,
...
)
Arguments
mu |
vector of location parameters |
sigma |
scale matrix |
df |
degrees of freedom |
lb |
vector of lower truncation limits |
ub |
vector of upper truncation limits |
type |
string, either of |
log |
logical; if |
check |
logical, if |
B |
number of replications for the (quasi)-Monte Carlo scheme |
... |
additional arguments, currently ignored |
See Also
[Package TruncatedNormal version 2.3 Index]