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. df is a scalar, or a vector with n elements. y is
an n-by-1 vector.
Examples
Visualize a multivariate t distribution:
[X1,X2] = meshgrid(linspace(-2,2,25)',linspace(-2,2,25)');
X = [X1(:) X2(:)];
C = [1 .4; .4 1];
df = 2;
p = mvtpdf(X,C,df);
surf(X1,X2,reshape(p,25,25))
See Also
mvtcdf, mvtrnd
Multivariate t Distribution
 | mvtcdf | | mvtrnd |  |
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