rmvt: Multivariate t distribution

Description Usage Arguments Value

View source: R/RcppExports.R

Description

This routine samples multivarate t distribution

Usage

1
rmvt(n, Omega, nu)

Arguments

n

sample size

Omega

**precision** matrix of dimension p by p

nu

degree of freedom

Value

a matrix with dimension n by p, each row is a sample


robustcov documentation built on Aug. 4, 2021, 5:07 p.m.