rmvt {CVarE}R Documentation

Multivariate t Distribution.

Description

Random generation from multivariate t distribution (student distribution).

Usage

rmvt(n = 1, mu = rep(0, p), sigma = diag(p), df = Inf)

Arguments

n

number of samples.

mu

mean

sigma

a k x k positive definite matrix. If the degree ν if bigger than 2 the created covariance is

var(x) = Σ\frac{ν}{ν - 2}

for ν > 2.

df

degree of freedom ν.

Value

a n x p matrix with samples in its rows.

Examples

CVarE:::rmvt(20, c(0, 1), matrix(c(3, 1, 1, 2), 2), 3)
CVarE:::rmvt(20, sigma = matrix(c(2, 1, 1, 2), 2), df = 3)
CVarE:::rmvt(20, mu = c(3, -1, 2), df = 3)


[Package CVarE version 1.1 Index]