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studentT.cpp File Reference

Student T density functions. More...

#include "statsLib.h"

Go to the source code of this file.

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:
residualdvar_vector vector of residual differences
dfdvar_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.