Multivariate t probability density function
y = mvtpdf(X,C,df)
y = mvtpdf(X,C,df) returns the probability
density of the multivariate t distribution with
C and degrees of freedom
evaluated at each row of
X. Rows of the n-by-d matrix
to observations or points, and columns correspond to variables or
C is a symmetric, positive definite, d-by-d matrix,
typically a correlation matrix. If its diagonal elements are not 1,
mvtcdf does not rescale
a scalar, or a vector with n elements.
an n-by-1 vector.
Compute the pdf of a multivariate t distribution with correlation parameters
C = [1 .4; .4 1] and 2 degrees of freedom.
[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);
Plot the pdf.