rmvst {miscF}

Generate Random Samples from a Multivariate Skew t Distribution

Description

Generate random samples from a multivariate skew t distribution.

Usage

   rmvst(n, D, Mu, Sigma, nu)

Arguments

n

number of samples.

D

parameter D of the distribution.

Mu

parameter \mu of the distribution.

Sigma

parameter \Sigma of the distribution.

nu

parameter \nu of the distribution.

Details

This function generates random samples using the methods in Sahu et al. 2003.

Value

Random samples from the multivariate skew t distribution.

References

Sahu, Sujit K., Dipak K. Dey, and Marcia D. Branco. (2003) A new class of multivariate skew distributions with applications to Bayesian regression models. Canadian Journal of Statistics vol. 31, no. 2 129-150.

Examples

  Mu <- rep(0, 2)
  Sigma <- diag(c(1,1))
  D <- diag(c(1,1))
  nu <- 5
  Y <- rmvst(n=100, D, Mu, Sigma, nu)