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R/rmvt.R
In distfreereg: Distribution-Free Goodness-of-Fit Testing for Regression
Defines functions
rmvt
rmvt <- function(n, SqrtSigma, df){
stopifnot(is.numeric(df), length(df) == 1, df > 0,
isInteger(n), n > 0, is.numeric(SqrtSigma), is.matrix(SqrtSigma))
t(t(rmvnorm(reps = n, SqrtSigma = SqrtSigma))/sqrt(rchisq(n, df)/df))
}
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distfreereg documentation built on April 4, 2025, 12:30 a.m.
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Defines functions rmvt
rmvt <- function(n, SqrtSigma, df){
stopifnot(is.numeric(df), length(df) == 1, df > 0,
isInteger(n), n > 0, is.numeric(SqrtSigma), is.matrix(SqrtSigma))
t(t(rmvnorm(reps = n, SqrtSigma = SqrtSigma))/sqrt(rchisq(n, df)/df))
}
Try the distfreereg package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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