Random number generation for multivariate t

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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

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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)

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