mvtpdf
Multivariate t probability density function
Syntax
y = mvtpdf(X,C,df)
Description
y = mvtpdf(X,C,df)
returns the probability
density of the multivariate t distribution with
correlation parameters C
and degrees of freedom df
,
evaluated at each row of X
. Rows of the n-by-d matrix X
correspond
to observations or points, and columns correspond to variables or
coordinates. C
is a symmetric, positive definite, d-by-d matrix,
typically a correlation matrix. If its diagonal elements are not 1, mvtpdf
scales C
to
correlation form. mvtcdf
does not rescale X
. df
is
a scalar, or a vector with n elements. y
is
an n-by-1 vector.
Examples
Version History
Introduced in R2006b