rmvst {bayesm}R Documentation

Draw from Multivariate Student-t

Description

rmvst draws from a multivariate student-t distribution.

Usage

rmvst(nu, mu, root)

Arguments

nu

d.f. parameter

mu

mean vector

root

Upper Tri Cholesky Root of Sigma

Value

length(mu) draw vector

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.

References

For further discussion, see Bayesian Statistics and Marketing by Rossi, Allenby, and McCulloch.
http://www.perossi.org/home/bsm-1

See Also

lndMvst

Examples

set.seed(66)
rmvst(nu=5, mu=c(rep(0,2)), root=chol(matrix(c(2,1,1,2), ncol=2)))

[Package bayesm version 3.1-4 Index]