https://github.com/cran/GAS
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Tip revision: e588e3a10bf22cb7dff4a49a848baac63d743c3f authored by Leopoldo Catania on 04 February 2022, 09:30:12 UTC
version 0.3.4
Tip revision: e588e3a
mvt.h
#ifndef MVT_H
#define MVT_H
arma::vec mvt_Score(arma::vec vY,arma::vec vTheta,  int iN);
double dmvt(arma::vec vY,
            arma::vec vMu,
            arma::mat mSigma,
            double dNu,
            bool bLog= false);
double dmvt_ThetaParam(arma::vec vY,
                       arma::vec vTheta,
                       int iN,
                       bool bLog = false);
arma::mat rmvt_mat(int iN, arma::vec vMu, arma::mat mSigma, double dNu);
arma::mat rmvt_ThetaParam(arma::vec vTheta, int iN, int iJ);
arma::vec mMVT_mean(arma::vec vTheta, int iN);
arma::mat mMVT_cov(arma::vec vTheta, int iN);
#endif
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