dgt {nclbayes} | R Documentation |
Density, distribution function, quantile function and random generation for the generalised t distribution with a degrees of freedom, mean b and scale c.
dgt(x, a, b, c) pgt(x, a, b, c) qgt(p, a, b, c) rgt(n, a, b, c)
x |
vector of quantities. |
a |
degrees of freedom. Must be strictly positive. |
b |
mean. |
c |
scale. Must be strictly positive. |
p |
vector of probabilities. |
n |
number of observations. |
If X~t_a(b,c) then it has density f(x)=(1_(x-b)^2/(ac))^(-(a+1)/2)/(sqrt(ac)*Beta(a,b)). Also (X-b)/sqrt(c)~t_a.
dgt(1, 10, 2, 2) pgt(1, 10, 2, 2) qgt(0.95, 10, 2, 2) rgt(1, 10, 2, 2)