rmvst: Draw from Multivariate Student-t

In bayesm: Bayesian Inference for Marketing/Micro-Econometrics

Draw from Multivariate Student-t

Description

rmvst draws from a multivariate student-t distribution.

Usage

rmvst(nu, mu, root)

Arguments

nu	d.f. parameter
mu	mean vector
root	Upper Tri Cholesky Root of Sigma

Value

length(mu) draw vector

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Anderson School, UCLA, [e-mail].

References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.

See Also

lndMvst

Examples

set.seed(66)
rmvst(nu=5, mu=c(rep(0,2)), root=chol(matrix(c(2,1,1,2), ncol=2)))

bayesm documentation built on Sept. 24, 2023, 1:07 a.m.