rmst: Generates random observation for the skew t distribution

In fitmixst4: Fitting mixture of skew t distribution

Description

Generates random observation for the skew t distribution

Usage

rmst(n, p, mean = rep(0, p), cov = diag(p), nu = 10, del = rep(0, p))

Arguments

n	number of random observations.
p	dimension of the skew t distribution.
mean	a mean vector with length p.
cov	a covariance matrix of dimension pxp.
nu	the degree of freedoms.
del	a skew parameter of the length p.

Value

gernerates random observations for the skew t distribution.

Examples

mu=1; Sigma=1; delta=3; nu=3;
y <- rmst(n=100,p=1,mean=mu,cov=Sigma,nu=nu,del=delta)

fitmixst4 documentation built on Sept. 29, 2019, 3 p.m.