I have been working the the pmt function in the {mnormt} package and which
requires
"S a positive definite matrix representing the scale matrix of the
distribution, such that S*df/(df-2) is the variance-covariance matrix when
df>2; a vector of length 1 is also allowed (in this case, d=1 is set)"
is there a way that I can specify the scale covariance matrix instead? Or
alternatively, how do I convert the scale covariance matrix into this
positive definite S matrix. Thanks in advanced.
--
View this message in context:
http://r.789695.n4.nabble.com/multivariate-t-distribution-tp3432257p3432257.html
Sent from the R help mailing list archive at Nabble.com.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
