rvt {rv}R Documentation

Generate Random Variables from a Student-t Sampling Model

Description

Generates a random variable from a Student-t sampling model.

Usage

  rvt(n=1, mu=0, scale=1, df, Sigma)

Arguments

n integer, number of scalars to generate
mu location, may be a rv
scale scale, may be a rv
Sigma (optional) scaling matrix for multivariate generation
df degrees of freedom, may be a rv

Details

This function generates both univariate (independent and identically distributed) Student-t random variables and multivariate Student-t distributed vectors (with a given scaling matrix).

Note

If any of the arguments are random, the resulting simulations may have non-t marginal distributions.

Author(s)

Jouni Kerman kerman@stat.columbia.edu http://www.stat.columbia.edu/~kerman

References

Kerman, Jouni and Gelman, Andrew. Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Technical report, Columbia University, New York.

Examples

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[Package rv version 0.925 Index]