biv_student() defines an exact two-response elliptical Student-t
distribution with one shared degrees-of-freedom parameter nu. Its
sigma1 and sigma2 parameters are Student-t scales, and rho12 is the
residual scatter correlation. The response covariance exists because the
fitted transform enforces nu > 2; its marginal standard deviations are
sigma_j * sqrt(nu / (nu - 2)).
Details
The first implementation allows fixed effects in mu1 and mu2, with
intercept-only sigma1, sigma2, shared nu, and rho12. Random effects,
parameter predictors outside the locations, missing response pairs, and
interval inference are deferred.
Examples
biv_student()
#> $name
#> [1] "biv_student"
#>
#> $family
#> [1] "biv_student"
#>
#> $n_response
#> [1] 2
#>
#> $dpars
#> [1] "mu1" "mu2" "sigma1" "sigma2" "nu" "rho12"
#>
#> $links
#> mu1 mu2 sigma1 sigma2 nu
#> "identity" "identity" "log" "log" "logm2"
#> rho12
#> "atanh_guarded"
#>
#> attr(,"class")
#> [1] "drm_family"