Description Usage Arguments Value Author(s) References Examples
Random number generation from multivariate truncated Student distribution
1 |
l |
lower bound for truncation (infinite values allowed) |
u |
upper bound for truncation |
Sig |
covariance matrix |
df |
degrees of freedom |
n |
sample size |
mu |
location parameter |
a d
by n
matrix
Matlab
code by Zdravko Botev, R
port by Leo Belzile
Z. I. Botev and P. L'Ecuyer (2015), Efficient probability estimation and simulation of the truncated multivariate Student-t distribution, Proceedings of the 2015 Winter Simulation Conference, pp. 380-391,
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