rmvt {OPE}R Documentation

Multivariate Student-t quantities

Description

Generate random samples from a multivariate Student-t with given mean vector, scale matrix, and degrees of freedom.

Usage

rmvt(n = 1, mu, Sigma, df, tol = 1e-06, drop = TRUE)

Arguments

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?

Value

A matrix with n rows and length(mu) columns. A vector if n == 1 && drop.

Author(s)

Jonathan Rougier j.c.rougier@bristol.ac.uk

Examples

mu <- c(1, 2)
Sigma <- matrix(c(1, 1, 1, 4), 2, 2)
X <- rmvt(n = 10, mu = mu, Sigma = Sigma, df = 2)

[Package OPE version 0.7 Index]