rmt: Random number generation for multivariate t

Description Usage Arguments Value Author(s) Examples

View source: R/rmt.R

Description

Simulates from a multivariate t distribution

Usage

1
rmt(n = 1, mean = rep(0, d), S, df = Inf)

Arguments

n

number of random numbers to be generated

mean

numeric vector giving the location parameter of the distribution

S

a positive definite matrix representing the scale matrix of the distribution

df

degrees of freedom

Value

matrix of n rows of random vectors

Author(s)

Jim Albert

Examples

1
2
3
4
mu <- c(1,12,2)
Sigma <- matrix(c(1,2,0,2,5,0.5,0,0.5,3), 3, 3)
df <- 4
x <- rmt(10, mu, Sigma, df)

LearnBayes documentation built on May 20, 2017, 2:24 a.m.

Search within the LearnBayes package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.