nimble: t – R documentation

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t

The t Distribution

Description

Density, distribution function, quantile function and random generation for the t distribution with df degrees of freedom, allowing non-zero location, mu, and non-unit scale, sigma

Usage

dt_nonstandard(x, df = 1, mu = 0, sigma = 1, log = FALSE)

rt_nonstandard(n, df = 1, mu = 0, sigma = 1)

pt_nonstandard(q, df = 1, mu = 0, sigma = 1, lower.tail = TRUE,
  log.p = FALSE)

qt_nonstandard(p, df = 1, mu = 0, sigma = 1, lower.tail = TRUE,
  log.p = FALSE)

Arguments

`x`	vector of values.
`df`	vector of degrees of freedom values.
`mu`	vector of location values.
`sigma`	vector of scale values.
`log`	logical; if TRUE, probability density is returned on the log scale.
`n`	number of observations.
`q`	vector of quantiles.
`lower.tail`	logical; if TRUE (default) probabilities are P[X ≤ x]; otherwise, P[X > x].
`log.p`	logical; if TRUE, probabilities p are given by user as log(p).
`p`	vector of probabilities.

Details

See Gelman et al., Appendix A or the BUGS manual for mathematical details.

Value

dt_nonstandard gives the density, pt_nonstandard gives the distribution function, qt_nonstandard gives the quantile function, and rt_nonstandard generates random deviates.

Author(s)

Christopher Paciorek

References

Gelman, A., Carlin, J.B., Stern, H.S., and Rubin, D.B. (2004) Bayesian Data Analysis, 2nd ed. Chapman and Hall/CRC.

Examples

x <- rt_nonstandard(50, df = 1, mu = 5, sigma = 1)
dt_nonstandard(x, 3, 5, 1)

nimble

MCMC, Particle Filtering, and Programmable Hierarchical Modeling

v0.11.0

BSD_3_clause + file LICENSE | GPL (>= 2)

Authors

Perry de Valpine [aut], Christopher Paciorek [aut, cre], Daniel Turek [aut], Nick Michaud [aut], Cliff Anderson-Bergman [aut], Fritz Obermeyer [aut], Claudia Wehrhahn Cortes [aut] (Bayesian nonparametrics system), Abel Rodrìguez [aut] (Bayesian nonparametrics system), Duncan Temple Lang [aut] (packaging configuration), Sally Paganin [aut] (reversible jump MCMC), Jagadish Babu [ctb] (code for the compilation system for an early version of NIMBLE), Lauren Ponisio [ctb] (contributions to the cross-validation code), Peter Sujan [ctb] (multivariate t distribution code)

Initial release

2021-04-16

t