Random values simulation from the multivariate Cauchy distribution {mvcauchy}

Random values simulation from the multivariate Cauchy distribution

Description

Random values simulation from the multivariate Cauchy distribution.

Usage

rmvcauchy(n, mu, sigma)

Arguments

n

The sample size, a numerical value.

mu

The mean vector in R^d.

sigma

The scatter matrix in R^d.

Value

A matrix with the simulated data.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

Aitchison J. (1986). The statistical analysis of compositional data. Chapman & Hall.

See Also

dmvcauchy

Examples

x <- as.matrix(iris[, 1:4])
mod <- mvcauchy.mle(x)
m <- mod$location
s <- mod$scatter
y <- rmvcauchy(1000, m, s)
mvcauchy.mle(y)