rmvt <- function (n, mu, Sigma, df) {
p <- length(mu)
if (is.list(Sigma)) {
ev <- Sigma$values
evec <- Sigma$vectors
} else {
ed <- eigen(Sigma, symmetric = TRUE)
ev <- ed$values
evec <- ed$vectors
}
X <- drop(mu) + tcrossprod(evec * rep(sqrt(pmax(ev, 0)), each = p),
matrix(rnorm(n * p), n)) / rep(sqrt(rchisq(n, df)/df), each = p)
if (n == 1L) drop(X) else t.default(X)
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.