Evaluating the Multivariate Student t Distribution Function

Marius Hofert, Erik Hintz and Christiane Lemieux

2018-06-16

library(student)
doPDF <- FALSE

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We start by considering the following setup in the homogeneous case, that is, when all marginal distributions are equal.

d <- 5
a <- rep(0, 5)

if(doPDF) pdf(file = (file <- paste0("fig_.pdf")), width = 6, height = 6)
plot(1:10, 10:1)
if(doPDF) dev.off()

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