# rmvSE: Random generation from a SE distribution. In mvst: Bayesian Inference for the Multivariate Skew-t Model

 rmvSE R Documentation

## Random generation from a SE distribution.

### Description

This function generates draws from a p-variate Skew-Elliptical distribution.

### Usage

``rmvSE(n, p, X=NULL, modelType, theta)``

### Arguments

 `n` number of draws. `p` dimension of the drawn vectors. `X` a design matrix. `modelType` generating distribution. Already implemented modelTypes are 'N' (Normal), 'SN' (skew-normal), 'T' (Student T), and 'ST' (skew-t). `theta` list of parameters. The list should contain elements named 'xi' (numeric), 'G' (pxp matrix), 'psi' (numeric, optional) and 'nu' (scalar, optional).

### Value

A list with three elements

`y`

n x p matrix of the random draws from a p-variate SE distribution.

`z`

vector of the latent values z (NULL for symmetric models)

`v`

vector of the latent values v (NULL for the N and SN models)

### References

Azzalini, A. and Capitanio, A. (2003) "Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t distribution", JRSSB (see eq. 25).

`cmlSE`, `mcSE`.

### Examples

``````## Generate artificial data
pars = list(xi=c(3,5), psi=c(2,4), G=diag(2), nu=6)
values = rmvSE(n=200, p=2, modelType='ST', theta=pars)
## X contains the data matrix and the vectors z and v of latent variables:
y = values\$y
z = values\$z
v = values\$v
``````

mvst documentation built on May 29, 2024, 8:30 a.m.