rgammadf: Generate gamma distribution with vector degrees of freedom

In bdemeshev/vectordf: vectordf-package: functions for distributions with vector degrees of freedom (t, gamma)

Description

Generate gamma distribution with vector degrees of freedom

Usage

rgammadf(n = 1, a = rep(1, 2), A = diag(length(a)))

Arguments

n	number of draws from matrix gamma distribution with vector degrees of freedom
a	vector of degrees of freedom (r x 1)
A	scale matrix (r x r)

Details

Generate gamma distribution with vector degrees of freedom. The distribution is described in Shvedov Algorithm by Alexey Balaev

Value

array of generated matrix gamma (n x r x r)

Examples

X <- rgammadf(n = 5, a = c(1, 2, 3))
X

bdemeshev/vectordf documentation built on May 12, 2019, 9:40 a.m.