rvt: Generate Random Variables from a Student-t Sampling Model

In rv: Simulation-Based Random Variable Objects

Generate Random Variables from a Student-t Sampling Model

Description

Generates a random variable from a Student-t sampling model.

Usage

rvt(n = 1, mu = 0, scale = 1, df, ncp, Sigma)

Arguments

n	integer, number of scalars to generate
mu	location, may be a rv
scale	scale, may be a rv
df	degrees of freedom, may be a rv
ncp	non-centrality parameter
Sigma	(optional) scaling matrix for multivariate generation

Details

This function generates both univariate (independent and identically distributed) Student-t random variables and multivariate Student-t distributed vectors (with a given scaling matrix).

For details of the parameters, see the entry on mvt in the mvtnorm package.

Note

If any of the arguments are random, the resulting simulations may have non-t marginal distributions.

Author(s)

Jouni Kerman [e-mail]

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

Examples

  df <- 3
  x <- rvt(n=1, df=df)
  y <- rvnorm(1)/sqrt(rvchisq(1, df=df)/df) # Same distribution as above
  print(c(x,y))#'   

rv documentation built on March 18, 2022, 5:55 p.m.