rmvt | R Documentation |
Fast ways to draw from a multivariate t-distribution the scale (covariance) matrix is sparse.
rmvt(n, Sigma, df = 1, delta = rep(0, nrow(Sigma)),
type = c("shifted", "Kshirsagar"), ..., sigma)
rmvt.spam(n, Sigma, df = 1, delta = rep(0, nrow(Sigma)),
type = c("shifted", "Kshirsagar"), ..., sigma)
n |
number of observations. |
Sigma |
scale matrix (of class |
df |
degrees of freedom. |
delta |
vector of noncentrality parameters. |
type |
type of the noncentral multivariate t distribution. |
... |
arguments passed to |
sigma |
similar to |
This function is very much like rmvt()
from the package
mvtnorm. We refer to the help of the afore mentioned.
Reinhard Furrer
See references in mvtnorm::rmvt()
.
rmvnorm
.
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