rmvt {OPE} | R Documentation |
Generate random samples from a multivariate Student-t with given mean vector, scale matrix, and degrees of freedom.
rmvt(n = 1, mu, Sigma, df, tol = 1e-06, drop = TRUE)
n |
Number of samples |
mu |
Mean vector |
Sigma |
Scale matrix |
df |
Degrees of freedom |
tol |
Numerical tolerance for spectral decomposition |
drop |
Simplify when n = 1 ? |
A matrix with n
rows and length(mu)
columns. A
vector if n == 1 && drop
.
Jonathan Rougier j.c.rougier@bristol.ac.uk
mu <- c(1, 2) Sigma <- matrix(c(1, 1, 1, 4), 2, 2) X <- rmvt(n = 10, mu = mu, Sigma = Sigma, df = 2)