rmvSE | R Documentation |

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

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

`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). |

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)

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`

.

```
## 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
```

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