rmvt0: Simulate random variates from the multivariate t distribution
In ADtools: Automatic Differentiation Toolbox

Simulate random variates from the multivariate t distribution

1	rmvt0(n, sigma, df, delta = 0)

`n`	positive integer; number of observations.
`sigma`	scale matrix.
`df`	degree of freedom.
`delta`	non-centrality parameters.

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n <- 10
d <- 3
rmvt0(n, sigma = crossprod(randn(d, d)), df = 2)

ADtools documentation built on Nov. 9, 2020, 5:09 p.m.

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