Jan Bulla wrote:
> I am looking for an efficient way to compute the
> values of the density function of a multivariate T
> distribution - something like "dmvnorm", but for T
> distr. Does this exist somewhere?
Searching CRAN I found the ``sn'' package which includes the function
dmst() which calculates the density for ***skewed*** multivariate t
distributions. I conjecture that setting the skewness parameters
``alpha'' equal to 0 would give you the ``ordinary'' multivariate t
distribution. I haven't tried this out.
It puzzles me why the mvtnorm package includes functions pmvt(),
qmvt(), and rmvt() but ***not*** dmvt(). Why on earth not?
cheers,
Rolf Turner
[EMAIL PROTECTED]
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