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

Compute the Multivariate t Distribution pdf

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.

figure;
surf(X1,X2,reshape(p,25,25))

Version History

Introduced in R2006b