rtmvt: Random number generator for the truncated multivariate...

In lbelzile/TruncatedNormal: Truncated Multivariate Normal and Student Distributions

Random number generator for the truncated multivariate Student distribution.

Description

This function returns a matrix of draws from a multivariate Student distribution truncated on the interval [lb, ub].

Usage

rtmvt(n, mu, sigma, df, lb, ub, check = TRUE, ...)

Arguments

n	number of observations
mu	vector of location parameters
sigma	scale matrix
df	degrees of freedom
lb	vector of lower truncation limits
ub	vector of upper truncation limits
check	logical; if TRUE (default), the code checks that sigma is positive definite and symmetric
...	additional arguments for the method, currently ignored

See Also

tmvt

lbelzile/TruncatedNormal documentation built on March 4, 2024, 5:50 p.m.