Multidimensional Credible Interval

Compute whether a given vector belongs to the multivariate t-distribution Credible Interval for given level, mean, covariance and degrees of freedom.

Usage

multi_CI(data, mean, cov, df, level = 0.95)

Arguments

data

A vector, of compatible dimension with mean and cov

mean

A vector, the mean parameter of the multivariate t-distribution

cov

A matrix, the covariance parameter of the multivariate t-distribution

df

A number, the degrees of freedom of the multivariate t-distribution

level

A number, between 0 and 1, corresponding to the level of the Credible Interval. Default is 0.95.

Value

A boolean, indicating whether the data vector belongs to the computed Credible Interval.

Examples

TRUE
#> [1] TRUE