rtellipt: Simulate elliptical vector subject to a linear constraint

In mig: Multivariate Inverse Gaussian Distribution

Simulate elliptical vector subject to a linear constraint

Description

Simulate multivariate Student-t \boldsymbol{x} with location vector mu, scale matrix sigma and df (integer) degrees of freedom subject to the linear constraint \boldsymbol{\beta}^\top\boldsymbol{x} > 0. Negative degrees of freedom or values larger than 1000 imply Gaussian vectors are generated instead.

Usage

rtellipt(n, beta, mu, sigma, df, delta = 0)

Arguments

n	number of simulations
beta	d vector of linear constraints
mu	location vector
sigma	scale matrix
df	degrees of freedom argument
delta	buffer; default to zero

Value

an n by d matrix of random vectors

mig documentation built on April 11, 2025, 5:45 p.m.