dtmvt(tmvtnorm)
dtmvt()所属R语言包：tmvtnorm
Truncated Multivariate Student t Density
截断多元学生t密度
译者：生物统计家园网 机器人LoveR
描述----------Description----------
This function provides the joint density function for the truncated multivariate Student t distribution with mean vector equal to mean, covariance matrix sigma, degrees of freedom parameter df and lower and upper truncation points lower and upper.
此功能提供了联合密度函数为截断多元学生t分布的均值向量等于mean，协方差矩阵sigma，程度的自由参数df和上限和下限截断点X>和lower。
用法----------Usage----------
dtmvt(x, mean = rep(0, nrow(sigma)), sigma = diag(length(mean)), df = 1,
lower = rep(-Inf, length = length(mean)),
upper = rep(Inf, length = length(mean)), log = FALSE)
参数----------Arguments----------
参数：x
Vector or matrix of quantiles. If x is a matrix, each row is taken to be a quantile.
矢量或矩阵位数。如果x是一个矩阵，每一行是一个位数。
参数：mean
Mean vector, default is rep(0, nrow(sigma)).
均值向量，默认是：rep(0, nrow(sigma))。
参数：sigma
Covariance matrix, default is diag(length(mean)).
协方差矩阵，默认是diag(length(mean))。
参数：df
degrees of freedom parameter
度的自由参数
参数：lower
Vector of lower truncation points, default is rep(-Inf, length = length(mean)).
矢量较低的截断点，默认是rep(-Inf, length = length(mean))。
参数：upper
Vector of upper truncation points, default is rep( Inf, length = length(mean)).
向量上的截断点，默认是rep( Inf, length = length(mean))。
参数：log
Logical; if TRUE, densities d are given as log(d).
逻辑，如果TRUE，密度d的log（D）。
Details
详细信息----------Details----------
The Truncated Multivariate Student t Distribution is a conditional Multivariate Student t distribution subject to (linear) constraints a ≤ \bold{x} ≤ b.
被截断的多元学生t分布是有条件的多元学生t分布（线性）的限制a ≤ \bold{x} ≤ b。
The density of the p-variate Multivariate Student t distribution with nu degrees of freedom is
密度p变量的多元学生t分布nu自由度是
The density of the truncated distribution f_{a,b}(x) with constraints a <= x <= b is accordingly
截断分布的密度f_{a,b}(x)有限制条件的a <= x <= b的是相应的
值----------Value----------
a numeric vector with density values
一个数值向量与密度值
（作者）----------Author(s)----------
Stefan Wilhelm <a href="mailto:wilhelm@financial.com">wilhelm@financial.com</a>
参考文献----------References----------
subject to linear constraints and the evaluation of constraint probabilities. http://www.biz.uiowa.edu/faculty/jgeweke/papers/paper47/paper47.pdf
Cambridge University Press
参见----------See Also----------
ptmvt and rtmvt for probabilities and random number generation in the truncated case, see dmvt, rmvt and pmvt for the untruncated multi-t distribution.
ptmvt和rtmvt的概率和随机数生成的截断的情况下，看到dmvt，rmvt和pmvt的untruncated-t分布的。
实例----------Examples----------
# Example[例子]
x1<-seq(-2, 3, by=0.1)
x2<-seq(-2, 3, by=0.1)
mean=c(0,0)
sigma=matrix(c(1, -0.5, -0.5, 1), 2, 2)
lower=c(-1,-1)
density<-function(x)
{
z=dtmvt(x, mean=mean, sigma=sigma, lower=lower)
z
}
fgrid <- function(x, y, f)
{
z <- matrix(nrow=length(x), ncol=length(y))
for(m in 1:length(x)){
for(n in 1:length(y)){
z[m,n] <- f(c(x[m], y[n]))
}
}
z
}
# compute multivariate-t density d for grid[计算多变量-T的密度d为网格]
d=fgrid(x1, x2, function(x) dtmvt(x, mean=mean, sigma=sigma, lower=lower))
# compute multivariate normal density d for grid[计算多因素对电网的正常密度d]
d2=fgrid(x1, x2, function(x) dtmvnorm(x, mean=mean, sigma=sigma, lower=lower))
# plot density as contourplot[图密度contourplot]
contour(x1, x2, d, nlevels=5, main="Truncated Multivariate t Density",
xlab=expression(x[1]), ylab=expression(x[2]))
contour(x1, x2, d2, nlevels=5, add=TRUE, col="red")
abline(v=-1, lty=3, lwd=2)
abline(h=-1, lty=3, lwd=2)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
注2：由于是机器人自动翻译，难免有不准确之处，使用时仔细对照中、英文内容进行反复理解，可以帮助R语言的学习。
注3：如遇到不准确之处，请在本贴的后面进行回帖，我们会逐渐进行修订。
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发表于 2012-10-1 10:47:24
