rmvt {CVarE} | R Documentation |
Random generation from multivariate t distribution (student distribution).
rmvt(n = 1, mu = rep(0, p), sigma = diag(p), df = Inf)
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. |
a n x p matrix with samples in its rows.
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)