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bivariate t-distribution

Posted: January 23rd, 2003, 5:40 pm
by venom
Hi Guys
Does anyone have a numerical implementation of the bivariate t-distribution. I have implemented http://www.sci.wsu.edu/math/faculty/gen ... html#btpl3
but I would like to compare my results with something. Also if anybody has an exact integral that would be nice to look at
venom

bivariate t-distribution

Posted: January 24th, 2003, 6:25 pm
by ndr
R has a package for multivariate t.