Student T density functions. More...

#include "statsLib.h"

Functions
dvariable	dstudent_t (const dvar_vector &residual, const dvar_vector &df)

Detailed Description

Student T density functions.

Author:: Steven Martell

Date:: 24/06/2011

This file contains the negative loglikelihood functions for the Students'-T distribution. The function dstudent_t is overloaded to accommodate variable and data objects.

The negative log likelihood function is implemented as:

$-\ln\left(\Gamma\left(\frac{\nu+1}{2}\right)\right) +0.5\ln(\nu\pi)+\ln\left(\Gamma\left(\frac{\nu}{2}\right)\right) +\frac{\nu+1}{2}\ln\left(1+\frac{t^2}{\nu}\right)$

where $\nu$ is the degrees of freedom and $t$ is the residual.

Definition in file studentT.cpp.

Function Documentation

dvariable dstudent_t	(	const dvar_vector &	residual,
		const dvar_vector &	df
	)

Author:: Steven James Dean Martell UBC Fisheries Centre

Date:: 2011-06-24

Parameters:

residual	dvar_vector vector of residual differences
df	dvar_vector for the degrees of freedom

Returns:: returns the negative loglikelihood of the students's-t density function.

See also:

Definition at line 38 of file studentT.cpp.

Functions

Detailed Description

Function Documentation