rmvst: Generate Random Samples from a Multivariate Skew t...

Description Usage Arguments Details Value References Examples

View source: R/rmvst.R

Description

Generate random samples from a multivariate skew t distribution.

Usage

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   rmvst(n, D, Mu, Sigma, nu)

Arguments

n

number of samples.

D

parameter D of the distribution.

Mu

parameter μ of the distribution.

Sigma

parameter Σ of the distribution.

nu

parameter ν of the distribution.

Details

This function generates random samples using the methods in Sahu et al. 2003.

Value

Random samples from the multivariate skew t distribution.

References

Sahu, Sujit K., Dipak K. Dey, and Marcia D. Branco. (2003) A new class of multivariate skew distributions with applications to Bayesian regression models. Canadian Journal of Statistics vol. 31, no. 2 129-150.

Examples

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  Mu <- rep(0, 2)
  Sigma <- diag(c(1,1))
  D <- diag(c(1,1))
  nu <- 5
  Y <- rmvst(n=100, D, Mu, Sigma, nu)

miscF documentation built on Feb. 17, 2018, 1:01 a.m.

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