mvtpdf
Multivariate Student’s t probability density function (PDF).
The distribution is assumed to be centered (zero mean).
x = [1 2]; rho = [1.0 0.5; 0.5 1.0]; df = 4; y = mvtpdf (x, rho, df) |
See also: mvtcdf, mvtcdfqmc, mvtrnd
Source Code: mvtpdf
## Compute the pdf of a multivariate t distribution with correlation
## parameters rho = [1 .4; .4 1] and 2 degrees of freedom.
rho = [1, 0.4; 0.4, 1];
df = 2;
[X1, X2] = meshgrid (linspace (-2, 2, 25)', linspace (-2, 2, 25)');
X = [X1(:), X2(:)];
y = mvtpdf (X, rho, df);
surf (X1, X2, reshape (y, 25, 25));
title ("Bivariate Student's t probability density function");
|