rvt {rv} | R Documentation |
Generates a random variable from a Student-t sampling model.
rvt(n=1, mu=0, scale=1, df, Sigma)
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 |
This function generates both univariate (independent and identically distributed) Student-t random variables and multivariate Student-t distributed vectors (with a given scaling matrix).
If any of the arguments are random, the resulting simulations may have non-t marginal distributions.
Jouni Kerman kerman@stat.columbia.edu http://www.stat.columbia.edu/~kerman
Kerman, Jouni and Gelman, Andrew. Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Technical report, Columbia University, New York.
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